+65.4%
PYPL vs NDAQ
+694.1%
-628.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +0.4% |
| 7D | +2.2% | -0.1% | +2.3% | +2.3% |
| 30D | +8.1% | +15.9% | -7.7% | -3.3% |
| 3M | +1.9% | +15.1% | -13.2% | -8.7% |
| 6M | +33.1% | +22.9% | +10.2% | +13.0% |
| YTD | +3.8% | +12.8% | -9.1% | -5.7% |
| 1Y | -8.3% | +26.0% | -34.3% | -23.3% |
| 3Y | +11.9% | +119.7% | -107.8% | -38.8% |
| 5Y | -70.4% | +65.4% | -135.8% | -80.3% |
| 10Y | +47.2% | +469.3% | -422.1% | -57.3% |
| All | +65.4% | +694.1% | -628.7% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 all: compounded portfolio wealth divided by compounded NDAQ 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…
all analysis · Full analysis span regression · 6 months rolling