-28.4%
PYPL vs NVDL
+2,608.0%
-2,636.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.7% |
| 7D | -4.3% | -0.8% | -3.5% | -4.3% |
| 30D | -11.5% | +3.4% | -14.9% | -11.8% |
| 3M | +26.1% | +8.1% | +18.0% | +24.5% |
| 6M | +13.7% | +31.9% | -18.2% | +9.5% |
| YTD | -9.8% | +21.1% | -31.0% | -12.7% |
| 1Y | -22.1% | +34.0% | -56.1% | -25.7% |
| 3Y | -13.5% | +677.9% | -691.4% | -36.6% |
| All | -28.4% | +2,608.0% | -2,636.5% | -56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling