+51.4%
PYPL vs NSC
+379.4%
-328.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.3% |
| 7D | +2.7% | -5.5% | +8.2% | +5.3% |
| 30D | -4.9% | -3.2% | -1.7% | -3.6% |
| 3M | +28.9% | +7.7% | +21.2% | +24.2% |
| 6M | +18.2% | +4.5% | +13.7% | +14.8% |
| YTD | -5.0% | +15.6% | -20.6% | -12.5% |
| 1Y | -18.8% | +19.8% | -38.7% | -26.5% |
| 3Y | -12.6% | +70.1% | -82.7% | -34.4% |
| 5Y | -80.8% | +46.1% | -126.9% | -84.7% |
| 10Y | +49.9% | +328.1% | -278.2% | -25.0% |
| All | +51.4% | +379.4% | -328.0% | -25.8% |
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