+8.4%
PYPL vs NSC
+80.6%
-72.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | -1.1% | +1.6% | -2.7% | -1.7% |
| 30D | +3.8% | +4.2% | -0.4% | +2.2% |
| 3M | -1.3% | -0.2% | -1.0% | -1.4% |
| 6M | +29.0% | +7.6% | +21.5% | +25.0% |
| YTD | +0.7% | +17.4% | -16.6% | -6.6% |
| 1Y | -12.3% | +18.3% | -30.6% | -19.0% |
| All | +8.4% | +80.6% | -72.3% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling