+51.4%
PYPL vs NTAP
+686.0%
-634.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | +2.7% | -0.8% | +3.4% | +3.0% |
| 30D | -4.9% | -0.5% | -4.4% | -4.8% |
| 3M | +28.9% | +4.1% | +24.8% | +25.6% |
| 6M | +18.2% | +88.0% | -69.7% | -10.8% |
| YTD | -5.0% | +75.6% | -80.6% | -26.6% |
| 1Y | -18.8% | +58.9% | -77.7% | -34.7% |
| 3Y | -12.6% | +153.6% | -166.2% | -44.6% |
| 5Y | -80.8% | +127.6% | -208.4% | -87.5% |
| 10Y | +49.9% | +580.4% | -530.5% | -38.1% |
| All | +51.4% | +686.0% | -634.6% | -41.4% |
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 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