+921.2%
NVDA vs PYPL
-81.3%
+1,002.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -0.6% |
| 7D | +3.8% | +1.7% | +2.1% | +3.0% |
| 30D | +0.8% | -9.7% | +10.5% | +4.9% |
| 3M | +8.2% | +29.2% | -21.0% | -5.5% |
| 6M | +27.1% | +13.9% | +13.2% | +17.2% |
| YTD | +21.2% | -8.1% | +29.3% | +21.7% |
| 1Y | +34.3% | -21.4% | +55.7% | +43.9% |
| 3Y | +396.3% | -11.8% | +408.1% | +369.0% |
| All | +921.2% | -81.3% | +1,002.5% | +1,768.1% |
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