-11.8%
PYPL vs NSC
+77.9%
-89.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.8% | -3.1% |
| 7D | +1.7% | -1.5% | +3.3% | +2.3% |
| 30D | -9.7% | -1.9% | -7.8% | -9.2% |
| 3M | +29.2% | +6.2% | +23.0% | +26.0% |
| 6M | +13.9% | +9.2% | +4.7% | +9.1% |
| YTD | -8.1% | +15.0% | -23.1% | -14.4% |
| 1Y | -21.4% | +21.1% | -42.5% | -28.6% |
| 3Y | -11.8% | +78.6% | -90.4% | -38.0% |
| All | -11.8% | +77.9% | -89.7% | -38.0% |
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 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