+8.5%
PYPL vs NTAP
+144.3%
-135.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +1.0% | -7.8% | +8.7% | +2.4% |
| 30D | +5.9% | -25.8% | +31.6% | +11.6% |
| 3M | -0.2% | -11.2% | +11.0% | +1.0% |
| 6M | +30.3% | +49.9% | -19.6% | +13.0% |
| YTD | +1.6% | +66.9% | -65.3% | -15.5% |
| 1Y | -10.3% | +58.8% | -69.1% | -24.3% |
| 3Y | +8.5% | +140.8% | -132.3% | -15.0% |
| All | +8.5% | +144.3% | -135.8% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling