-12.3%
PYPL vs NYT
+56.2%
-68.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -2.3% | -0.6% | -1.7% | -2.1% |
| 30D | -9.0% | +4.6% | -13.6% | -10.4% |
| 3M | +30.6% | -9.6% | +40.2% | +34.3% |
| 6M | +18.6% | -14.0% | +32.6% | +23.3% |
| YTD | -7.2% | -2.8% | -4.3% | -7.7% |
| 1Y | -19.3% | +15.6% | -34.8% | -25.0% |
| 3Y | -12.3% | +56.3% | -68.6% | -34.9% |
| All | -12.3% | +56.2% | -68.5% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling