+40.1%
PYPL vs NYT
+489.9%
-449.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -2.3% | -0.6% | -1.7% | -2.0% |
| 30D | -9.0% | +4.6% | -13.6% | -10.7% |
| 3M | +30.6% | -9.6% | +40.2% | +35.2% |
| 6M | +18.6% | -14.0% | +32.6% | +24.6% |
| YTD | -7.2% | -2.8% | -4.3% | -7.4% |
| 1Y | -19.3% | +15.6% | -34.8% | -25.4% |
| 3Y | -12.3% | +56.3% | -68.6% | -30.4% |
| 5Y | -80.9% | +39.5% | -120.4% | -84.7% |
| All | +40.1% | +489.9% | -449.8% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling