-19.0%
PYPL vs NEM
+73.9%
-92.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -3.2% |
| 7D | +2.4% | +0.3% | +2.1% | +2.4% |
| 30D | -5.1% | +23.1% | -28.2% | -5.7% |
| 3M | +28.6% | +18.5% | +10.1% | +27.9% |
| 6M | +17.9% | +7.8% | +10.2% | +17.1% |
| YTD | -5.3% | +29.1% | -34.4% | -6.4% |
| 1Y | -19.0% | +72.7% | -91.7% | -16.0% |
| All | -19.0% | +73.9% | -92.9% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling