-81.0%
PYPL vs NTR
+45.0%
-126.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.6% | +2.8% |
| 7D | -5.9% | -2.5% | -3.5% | -5.4% |
| 30D | -9.4% | +17.0% | -26.5% | -12.9% |
| 3M | +31.3% | +22.2% | +9.1% | +24.6% |
| 6M | +19.1% | +5.2% | +13.9% | +16.4% |
| YTD | -7.9% | +29.7% | -37.5% | -15.7% |
| 1Y | -17.9% | +39.4% | -57.3% | -26.7% |
| 3Y | -11.6% | +38.2% | -49.8% | -22.7% |
| 5Y | -81.0% | +47.6% | -128.7% | -85.5% |
| All | -81.0% | +45.0% | -126.0% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling