+63.8%
PYPL vs NTAP
+677.3%
-613.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | -0.2% |
| 7D | -1.2% | -2.4% | +1.2% | -0.5% |
| 30D | +6.1% | -23.4% | +29.6% | +15.5% |
| 3M | +1.1% | -7.5% | +8.6% | +2.2% |
| 6M | +32.7% | +56.4% | -23.6% | +6.5% |
| YTD | +2.8% | +73.6% | -70.8% | -21.6% |
| 1Y | -10.8% | +68.4% | -79.2% | -31.1% |
| 3Y | +9.8% | +150.6% | -140.8% | -31.3% |
| 5Y | -70.2% | +122.5% | -192.7% | -80.7% |
| 10Y | +50.1% | +589.7% | -539.7% | -39.2% |
| All | +63.8% | +677.3% | -613.4% | -37.4% |
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