+43.7%
PYPL vs NTRA
+1,401.4%
-1,357.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.3% |
| 7D | -4.3% | +1.6% | -5.9% | -4.7% |
| 30D | -11.5% | +3.8% | -15.2% | -12.1% |
| 3M | +26.1% | +48.2% | -22.1% | +15.2% |
| 6M | +13.7% | +61.0% | -47.3% | +1.4% |
| YTD | -9.8% | +44.2% | -54.0% | -17.9% |
| 1Y | -22.1% | +87.3% | -109.3% | -33.0% |
| 3Y | -13.5% | +509.4% | -522.9% | -43.9% |
| 5Y | -81.6% | +175.1% | -256.7% | -87.1% |
| 10Y | +38.8% | +3,203.1% | -3,164.3% | -32.4% |
| All | +43.7% | +1,401.4% | -1,357.7% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling