-71.0%
PYPL vs NTAP
+114.4%
-185.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +1.0% | -7.8% | +8.7% | +3.5% |
| 30D | +5.9% | -25.8% | +31.6% | +15.8% |
| 3M | -0.2% | -11.2% | +11.0% | +2.0% |
| 6M | +30.3% | +49.9% | -19.6% | +4.6% |
| YTD | +1.6% | +66.9% | -65.3% | -23.2% |
| 1Y | -10.3% | +58.8% | -69.1% | -30.6% |
| 3Y | +8.5% | +140.8% | -132.3% | -38.8% |
| 5Y | -71.0% | +115.0% | -185.9% | -83.9% |
| All | -71.0% | +114.4% | -185.4% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling