+61.9%
PYPL vs NTAP
+647.0%
-585.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +1.0% | -7.8% | +8.7% | +3.7% |
| 30D | +5.9% | -25.8% | +31.6% | +16.5% |
| 3M | -0.2% | -11.2% | +11.0% | +2.3% |
| 6M | +30.3% | +49.9% | -19.6% | +6.1% |
| YTD | +1.6% | +66.9% | -65.3% | -21.4% |
| 1Y | -10.3% | +58.8% | -69.1% | -29.2% |
| 3Y | +8.5% | +140.8% | -132.3% | -31.2% |
| 5Y | -71.0% | +115.0% | -185.9% | -81.0% |
| 10Y | +46.9% | +570.8% | -523.9% | -39.8% |
| All | +61.9% | +647.0% | -585.1% | -37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling