-81.6%
PYPL vs NSC
+44.1%
-125.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.2% |
| 7D | -4.3% | -2.0% | -2.3% | -3.4% |
| 30D | -11.5% | -3.2% | -8.3% | -10.2% |
| 3M | +26.1% | +3.9% | +22.2% | +23.6% |
| 6M | +13.7% | +7.8% | +5.9% | +8.6% |
| YTD | -9.8% | +13.4% | -23.3% | -16.6% |
| 1Y | -22.1% | +20.3% | -42.4% | -30.2% |
| 3Y | -13.5% | +76.1% | -89.6% | -39.2% |
| 5Y | -81.6% | +45.0% | -126.6% | -86.3% |
| All | -81.6% | +44.1% | -125.7% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling