-13.0%
PYPL vs NTR
+37.3%
-50.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.6% | +2.7% |
| 7D | -5.9% | -2.5% | -3.5% | -5.5% |
| 30D | -9.4% | +17.0% | -26.5% | -12.2% |
| 3M | +31.3% | +22.2% | +9.1% | +25.9% |
| 6M | +19.1% | +5.2% | +13.9% | +17.0% |
| YTD | -7.9% | +29.7% | -37.5% | -15.5% |
| 1Y | -17.9% | +39.4% | -57.3% | -26.6% |
| All | -13.0% | +37.3% | -50.2% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling