+63.3%
PYPL vs NEM
+520.1%
-456.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.2% | +1.6% |
| 7D | +0.1% | -6.4% | +6.5% | +0.9% |
| 30D | +5.7% | +1.4% | +4.3% | +5.4% |
| 3M | -1.9% | -0.7% | -1.2% | -1.9% |
| 6M | +31.8% | -4.5% | +36.3% | +32.1% |
| YTD | +2.4% | +14.0% | -11.6% | -0.6% |
| 1Y | -8.2% | +27.3% | -35.5% | -12.4% |
| 3Y | +10.2% | +250.5% | -240.3% | -10.1% |
| 5Y | -71.2% | +121.1% | -192.3% | -75.6% |
| 10Y | +49.6% | +358.3% | -308.8% | +21.9% |
| All | +63.3% | +520.1% | -456.8% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling