+63.8%
PYPL vs NEM
+549.3%
-485.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.4% |
| 7D | -1.2% | +0.3% | -1.5% | -1.2% |
| 30D | +6.1% | +1.1% | +5.0% | +5.9% |
| 3M | +1.1% | +1.3% | -0.2% | +0.8% |
| 6M | +32.7% | -1.4% | +34.1% | +32.4% |
| YTD | +2.8% | +19.4% | -16.6% | -0.8% |
| 1Y | -10.8% | +32.9% | -43.7% | -15.3% |
| 3Y | +9.8% | +267.0% | -257.2% | -11.0% |
| 5Y | -70.2% | +131.0% | -201.2% | -74.9% |
| 10Y | +50.1% | +379.9% | -329.8% | +21.5% |
| All | +63.8% | +549.3% | -485.4% | +19.2% |
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