-18.8%
PYPL vs NTRS
+47.2%
-66.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -3.0% |
| 7D | +2.7% | +0.4% | +2.3% | +2.5% |
| 30D | -4.9% | +1.7% | -6.6% | -5.6% |
| 3M | +28.9% | +8.9% | +20.0% | +24.7% |
| 6M | +18.2% | +30.6% | -12.3% | +4.7% |
| YTD | -5.0% | +38.7% | -43.7% | -19.5% |
| 1Y | -18.8% | +48.1% | -66.9% | -34.0% |
| All | -18.8% | +47.2% | -66.0% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling