-24.6%
NVDA vs PYPL
+30.5%
-55.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.4% | -4.0% |
| 7D | -8.5% | -1.1% | -7.4% | -8.3% |
| 30D | -27.3% | +3.8% | -31.1% | -27.5% |
| 3M | -25.8% | -1.3% | -24.5% | -25.5% |
| 6M | -24.6% | +29.0% | -53.6% | -24.5% |
| All | -24.6% | +30.5% | -55.0% | -24.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling