-22.6%
PYPL vs NXT
+246.1%
-268.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +2.2% | +15.1% | -12.9% | +0.9% |
| 30D | +8.1% | +21.8% | -13.7% | +6.1% |
| 3M | +1.9% | +1.6% | +0.3% | +1.3% |
| 6M | +33.1% | -16.7% | +49.8% | +33.7% |
| YTD | +3.8% | +20.4% | -16.6% | -1.1% |
| 1Y | -8.3% | +0.2% | -8.6% | -10.8% |
| 3Y | +11.9% | +208.7% | -196.8% | -10.7% |
| All | -22.6% | +246.1% | -268.6% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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