-11.8%
PYPL vs NTAP
+153.4%
-165.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.1% | -3.7% |
| 7D | +1.7% | +3.3% | -1.5% | +1.0% |
| 30D | -9.7% | -0.2% | -9.5% | -9.8% |
| 3M | +29.2% | +11.4% | +17.8% | +25.2% |
| 6M | +13.9% | +88.7% | -74.8% | -7.7% |
| YTD | -8.1% | +78.9% | -87.0% | -24.4% |
| 1Y | -21.4% | +58.8% | -80.2% | -32.8% |
| 3Y | -11.8% | +153.5% | -165.4% | -36.3% |
| All | -11.8% | +153.4% | -165.3% | -36.3% |
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