-11.8%
PYPL vs NVTS
+45.8%
-57.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.3% |
| 7D | +1.7% | +9.7% | -7.9% | +1.4% |
| 30D | -9.7% | -13.6% | +3.9% | -9.3% |
| 3M | +29.2% | -51.0% | +80.2% | +31.9% |
| 6M | +13.9% | +46.3% | -32.5% | +9.9% |
| YTD | -8.1% | +68.1% | -76.2% | -12.2% |
| 1Y | -21.4% | +113.9% | -135.3% | -26.3% |
| 3Y | -11.8% | +45.3% | -57.1% | -7.2% |
| All | -11.8% | +45.8% | -57.6% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling