+7,836.4%
NVDA vs PYPL
+48.4%
+7,788.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -3.0% |
| 7D | -12.7% | +0.1% | -12.8% | -12.8% |
| 30D | -26.4% | +5.7% | -32.1% | -28.9% |
| 3M | -27.6% | -1.9% | -25.7% | -27.7% |
| 6M | -27.7% | +31.8% | -59.5% | -40.3% |
| YTD | -12.5% | +2.4% | -14.9% | -18.5% |
| 1Y | -12.6% | -8.2% | -4.4% | -13.2% |
| 3Y | +235.9% | +10.2% | +225.7% | +167.9% |
| 5Y | +438.2% | -71.2% | +509.5% | +919.7% |
| All | +7,836.4% | +48.4% | +7,788.1% | +4,114.8% |
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