-26.4%
PYPL vs NTR
+97.9%
-124.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | -2.3% | -1.3% | -1.0% | -1.9% |
| 30D | -9.0% | +16.8% | -25.8% | -13.7% |
| 3M | +30.6% | +20.7% | +9.8% | +22.2% |
| 6M | +18.6% | +0.5% | +18.0% | +16.7% |
| YTD | -7.2% | +29.2% | -36.4% | -17.0% |
| 1Y | -19.3% | +39.6% | -58.8% | -30.1% |
| 3Y | -12.3% | +37.9% | -50.2% | -25.4% |
| 5Y | -80.9% | +47.1% | -128.0% | -85.4% |
| All | -26.4% | +97.9% | -124.4% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling