+40.1%
PYPL vs NTRS
+259.9%
-219.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | -2.3% | +1.4% | -3.6% | -2.9% |
| 30D | -9.0% | -0.7% | -8.4% | -8.8% |
| 3M | +30.6% | +11.3% | +19.3% | +23.9% |
| 6M | +18.6% | +35.5% | -17.0% | +1.9% |
| YTD | -7.2% | +40.6% | -47.8% | -21.9% |
| 1Y | -19.3% | +49.2% | -68.5% | -34.0% |
| 3Y | -12.3% | +167.2% | -179.5% | -46.3% |
| 5Y | -80.9% | +94.9% | -175.8% | -86.7% |
| All | +40.1% | +259.9% | -219.8% | -18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling