+14,890.9%
NVDA vs PYPL
+40.1%
+14,850.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | +0.2% |
| 7D | -0.3% | -4.3% | +4.0% | +2.1% |
| 30D | +2.8% | -11.5% | +14.3% | +9.4% |
| 3M | +7.4% | +26.1% | -18.7% | -8.7% |
| 6M | +22.6% | +13.7% | +8.9% | +10.0% |
| YTD | +20.1% | -9.8% | +29.9% | +20.9% |
| 1Y | +31.2% | -22.1% | +53.2% | +42.2% |
| 3Y | +391.7% | -13.5% | +405.2% | +357.7% |
| 5Y | +911.9% | -81.6% | +993.5% | +2,481.6% |
| All | +14,890.9% | +40.1% | +14,850.8% | +10,509.9% |
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