+46.8%
PYPL vs NTRS
+231.3%
-184.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.5% |
| 7D | -5.9% | +0.3% | -6.3% | -6.1% |
| 30D | -9.4% | +0.2% | -9.6% | -9.5% |
| 3M | +31.3% | +13.2% | +18.1% | +23.4% |
| 6M | +19.1% | +36.9% | -17.8% | +1.6% |
| YTD | -7.9% | +39.1% | -47.0% | -22.3% |
| 1Y | -17.9% | +50.4% | -68.3% | -33.4% |
| 3Y | -11.6% | +166.8% | -178.4% | -46.2% |
| 5Y | -81.0% | +92.9% | -173.9% | -86.8% |
| 10Y | +41.8% | +255.7% | -213.8% | -33.0% |
| All | +46.8% | +231.3% | -184.4% | -25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling