-28.6%
PYPL vs NVT
+732.7%
-761.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.2% | -7.4% | -4.6% |
| 7D | +1.7% | +10.4% | -8.6% | -1.5% |
| 30D | -9.7% | -1.3% | -8.5% | -9.6% |
| 3M | +29.2% | -0.6% | +29.8% | +27.3% |
| 6M | +13.9% | +53.8% | -39.9% | -5.4% |
| YTD | -8.1% | +60.2% | -68.3% | -25.7% |
| 1Y | -21.4% | +76.8% | -98.2% | -39.3% |
| 3Y | -11.8% | +191.2% | -203.1% | -47.2% |
| 5Y | -81.1% | +430.9% | -512.1% | -91.3% |
| All | -28.6% | +732.7% | -761.3% | -74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling