+38.8%
PYPL vs NTAP
+581.2%
-542.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.0% |
| 7D | -4.3% | +2.2% | -6.5% | -5.1% |
| 30D | -11.5% | -7.0% | -4.4% | -9.1% |
| 3M | +26.1% | +12.3% | +13.8% | +19.3% |
| 6M | +13.7% | +85.1% | -71.4% | -14.4% |
| YTD | -9.8% | +74.8% | -84.6% | -30.7% |
| 1Y | -22.1% | +52.7% | -74.7% | -36.6% |
| 3Y | -13.5% | +147.7% | -161.1% | -45.5% |
| 5Y | -81.6% | +124.8% | -206.4% | -88.1% |
| 10Y | +38.8% | +589.7% | -550.9% | -42.4% |
| All | +38.8% | +581.2% | -542.4% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling