-19.0%
PYPL vs NVDL
+42.2%
-61.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -3.5% |
| 7D | +2.4% | +11.7% | -9.3% | +1.2% |
| 30D | -5.1% | +7.8% | -13.0% | -5.9% |
| 3M | +28.6% | +3.3% | +25.3% | +27.9% |
| 6M | +17.9% | +38.9% | -20.9% | +12.3% |
| YTD | -5.3% | +28.5% | -33.7% | -9.2% |
| 1Y | -19.0% | +40.6% | -59.6% | -18.9% |
| All | -19.0% | +42.2% | -61.2% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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