+40.1%
PYPL vs NTRA
+3,199.2%
-3,159.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | -2.3% | +0.2% | -2.5% | -2.3% |
| 30D | -9.0% | +4.1% | -13.1% | -9.8% |
| 3M | +30.6% | +50.0% | -19.5% | +17.9% |
| 6M | +18.6% | +67.3% | -48.7% | +3.7% |
| YTD | -7.2% | +43.6% | -50.8% | -16.2% |
| 1Y | -19.3% | +89.2% | -108.5% | -31.8% |
| 3Y | -12.3% | +502.5% | -514.8% | -45.5% |
| 5Y | -80.9% | +173.8% | -254.7% | -87.0% |
| All | +40.1% | +3,199.2% | -3,159.1% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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