+51.9%
PYPL vs NEM
+361.4%
-309.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.9% | -1.2% |
| 7D | -1.1% | -5.9% | +4.8% | -0.1% |
| 30D | +3.8% | -2.6% | +6.3% | +4.1% |
| 3M | -1.3% | -4.2% | +2.9% | -0.7% |
| 6M | +29.0% | -5.5% | +34.5% | +29.6% |
| YTD | +0.7% | +13.5% | -12.8% | -3.1% |
| 1Y | -12.3% | +22.2% | -34.4% | -16.9% |
| 3Y | +7.6% | +249.0% | -241.3% | -18.5% |
| 5Y | -71.7% | +120.1% | -191.8% | -77.4% |
| All | +51.9% | +361.4% | -309.5% | +11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling