-71.8%
PYPL vs NWSA
+18.8%
-90.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | 0.0% |
| 7D | +0.1% | +2.2% | -2.1% | -1.3% |
| 30D | +5.7% | -8.8% | +14.4% | +10.9% |
| 3M | -1.9% | -6.5% | +4.6% | +1.1% |
| 6M | +31.8% | +1.5% | +30.3% | +28.2% |
| YTD | +2.4% | +4.0% | -1.6% | -1.6% |
| 1Y | -8.2% | +3.4% | -11.7% | -11.6% |
| 3Y | +10.2% | +34.8% | -24.6% | -13.7% |
| All | -71.8% | +18.8% | -90.5% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 5y: compounded portfolio wealth divided by compounded NWSA 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…
5y analysis · Full analysis span regression · 6 months rolling