-81.6%
PYPL vs NEM
+156.0%
-237.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.1% |
| 7D | -4.3% | +3.1% | -7.4% | -4.7% |
| 30D | -11.5% | +10.0% | -21.5% | -12.6% |
| 3M | +26.1% | +30.9% | -4.7% | +21.4% |
| 6M | +13.7% | +10.5% | +3.1% | +11.4% |
| YTD | -9.8% | +29.7% | -39.6% | -14.4% |
| 1Y | -22.1% | +71.1% | -93.2% | -30.0% |
| 3Y | -13.5% | +252.1% | -265.6% | -33.4% |
| 5Y | -81.6% | +157.7% | -239.3% | -85.6% |
| All | -81.6% | +156.0% | -237.6% | -85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling