-11.6%
PYPL vs NVD
-99.1%
+87.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.5% | -2.3% | +2.6% |
| 7D | -5.9% | +9.0% | -15.0% | -5.2% |
| 30D | -9.4% | -5.5% | -4.0% | -9.5% |
| 3M | +31.3% | -24.6% | +55.9% | +29.1% |
| 6M | +19.1% | -42.1% | +61.2% | +15.3% |
| YTD | -7.9% | -44.3% | +36.5% | -10.6% |
| 1Y | -17.9% | -54.2% | +36.3% | -21.0% |
| 3Y | -11.6% | -99.1% | +87.5% | -38.7% |
| All | -11.6% | -99.1% | +87.5% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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