+46.8%
PYPL vs NYT
+448.0%
-401.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -5.9% | -0.7% | -5.2% | -5.7% |
| 30D | -9.4% | +4.5% | -13.9% | -11.1% |
| 3M | +31.3% | -8.5% | +39.8% | +35.5% |
| 6M | +19.1% | -15.1% | +34.2% | +26.1% |
| YTD | -7.9% | -3.3% | -4.6% | -8.0% |
| 1Y | -17.9% | +17.0% | -34.9% | -24.8% |
| 3Y | -11.6% | +55.7% | -67.3% | -30.3% |
| 5Y | -81.0% | +38.9% | -119.9% | -84.8% |
| 10Y | +41.8% | +485.3% | -443.5% | -37.5% |
| All | +46.8% | +448.0% | -401.2% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling