-11.8%
PYPL vs NEM
+249.7%
-261.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.5% | -3.1% |
| 7D | +1.7% | +3.9% | -2.1% | +1.2% |
| 30D | -9.7% | +12.7% | -22.5% | -11.1% |
| 3M | +29.2% | +28.7% | +0.6% | +24.9% |
| 6M | +13.9% | +9.8% | +4.1% | +11.9% |
| YTD | -8.1% | +28.1% | -36.2% | -12.5% |
| 1Y | -21.4% | +69.3% | -90.7% | -29.7% |
| 3Y | -11.8% | +247.7% | -259.5% | -34.7% |
| All | -11.8% | +249.7% | -261.6% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling