+41.5%
NU vs PYPL
-72.3%
+113.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.4% | -3.0% |
| 7D | -4.9% | -2.3% | -2.6% | -3.9% |
| 30D | +7.8% | -9.0% | +16.8% | +12.5% |
| 3M | +20.9% | +30.6% | -9.7% | +3.7% |
| 6M | +0.9% | +18.6% | -17.7% | -9.6% |
| YTD | -12.7% | -7.2% | -5.5% | -12.8% |
| 1Y | -6.4% | -19.3% | +12.9% | 0.0% |
| 3Y | +98.1% | -12.3% | +110.4% | +89.7% |
| All | +41.5% | -72.3% | +113.8% | +164.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PYPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling