-79.1%
PYPL vs NVTS
-20.2%
-58.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.1% | +2.5% |
| 7D | -5.9% | +0.5% | -6.4% | -6.0% |
| 30D | -9.4% | -18.0% | +8.6% | -8.1% |
| 3M | +31.3% | -45.6% | +76.9% | +36.3% |
| 6M | +19.1% | +28.5% | -9.4% | +11.6% |
| YTD | -7.9% | +56.2% | -64.0% | -16.2% |
| 1Y | -17.9% | +97.7% | -115.6% | -28.5% |
| 3Y | -11.6% | +35.0% | -46.6% | -22.9% |
| All | -79.1% | -20.2% | -58.9% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NVTS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling