-26.3%
PYPL vs NVDL
+2,476.2%
-2,502.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | -2.3% | -10.3% | +8.1% | -1.3% |
| 30D | -9.0% | -7.1% | -1.9% | -8.5% |
| 3M | +30.6% | +6.6% | +24.0% | +29.0% |
| 6M | +18.6% | +21.1% | -2.5% | +15.1% |
| YTD | -7.2% | +15.2% | -22.4% | -9.7% |
| 1Y | -19.3% | +18.8% | -38.0% | -22.1% |
| 3Y | -12.3% | +649.9% | -662.2% | -35.6% |
| All | -26.3% | +2,476.2% | -2,502.5% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling