-27.8%
PYPL vs NVT
+731.8%
-759.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.9% | -0.7% |
| 7D | -2.3% | +4.1% | -6.3% | -3.6% |
| 30D | -9.0% | -5.1% | -3.9% | -7.8% |
| 3M | +30.6% | -1.2% | +31.8% | +28.8% |
| 6M | +18.6% | +46.6% | -28.0% | +0.2% |
| YTD | -7.2% | +60.0% | -67.2% | -24.9% |
| 1Y | -19.3% | +70.8% | -90.0% | -36.8% |
| 3Y | -12.3% | +187.5% | -199.8% | -47.2% |
| 5Y | -80.9% | +426.1% | -507.0% | -91.1% |
| All | -27.8% | +731.8% | -759.6% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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