+15.9%
PYPL vs PNR
-34.8%
+50.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -3.6% |
| 7D | +1.7% | -3.0% | +4.8% | +1.3% |
| 30D | -9.7% | -14.9% | +5.2% | -12.0% |
| 3M | +29.2% | -19.0% | +48.2% | +22.1% |
| All | +15.9% | -34.8% | +50.7% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 6mo: compounded portfolio wealth divided by compounded PNR 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…
6mo analysis · Full analysis span regression · 6 months rolling