-27.2%
PYPL vs NTR
+103.6%
-130.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.8% | -3.7% |
| 7D | +1.7% | +3.8% | -2.1% | +0.5% |
| 30D | -9.7% | +25.2% | -35.0% | -16.3% |
| 3M | +29.2% | +21.0% | +8.2% | +20.8% |
| 6M | +13.9% | +7.6% | +6.3% | +9.6% |
| YTD | -8.1% | +32.9% | -41.0% | -18.6% |
| 1Y | -21.4% | +43.1% | -64.4% | -32.4% |
| 3Y | -11.8% | +41.6% | -53.4% | -25.6% |
| 5Y | -81.1% | +54.8% | -135.9% | -85.8% |
| All | -27.2% | +103.6% | -130.7% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling