-17.9%
PYPL vs NSC
+20.8%
-38.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -5.9% | -1.4% | -4.6% | -5.9% |
| 30D | -9.4% | -3.4% | -6.0% | -9.2% |
| 3M | +31.3% | +5.1% | +26.2% | +31.4% |
| 6M | +19.1% | +9.2% | +9.9% | +18.3% |
| YTD | -7.9% | +13.4% | -21.3% | -8.8% |
| 1Y | -17.9% | +20.8% | -38.7% | -11.0% |
| All | -17.9% | +20.8% | -38.6% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling