+60.6%
PYPL vs NSC
+386.9%
-326.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.4% |
| 7D | -1.1% | +1.6% | -2.7% | -1.9% |
| 30D | +3.8% | +4.2% | -0.4% | +1.7% |
| 3M | -1.3% | -0.2% | -1.0% | -1.4% |
| 6M | +29.0% | +7.6% | +21.5% | +24.0% |
| YTD | +0.7% | +17.4% | -16.6% | -7.9% |
| 1Y | -12.3% | +18.3% | -30.6% | -20.1% |
| 3Y | +7.6% | +79.8% | -72.2% | -21.5% |
| 5Y | -71.7% | +34.3% | -106.0% | -76.6% |
| 10Y | +47.1% | +303.1% | -256.0% | -25.2% |
| All | +60.6% | +386.9% | -326.3% | -21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling