+28.0%
NU vs PYPL
-69.4%
+97.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.7% | +10.1% | +10.9% |
| 7D | +9.9% | +0.1% | +9.8% | +10.0% |
| 30D | -11.5% | +5.7% | -17.1% | -13.5% |
| 3M | -5.1% | -1.9% | -3.2% | -4.2% |
| 6M | +3.1% | +31.8% | -28.7% | -11.4% |
| YTD | -21.0% | +2.4% | -23.5% | -24.5% |
| 1Y | -15.2% | -8.2% | -7.0% | -14.0% |
| 3Y | +56.4% | +10.2% | +46.2% | +32.7% |
| All | +28.0% | -69.4% | +97.4% | +128.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling