+60.6%
PYPL vs MAR
+539.0%
-478.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.6% |
| 7D | -1.1% | +1.8% | -2.9% | -1.8% |
| 30D | +3.8% | +14.3% | -10.5% | -1.7% |
| 3M | -1.3% | +20.0% | -21.3% | -8.3% |
| 6M | +29.0% | +21.7% | +7.3% | +18.5% |
| YTD | +0.7% | +37.7% | -37.0% | -12.6% |
| 1Y | -12.3% | +46.8% | -59.1% | -26.0% |
| 3Y | +7.6% | +121.0% | -113.4% | -23.0% |
| 5Y | -71.7% | +183.1% | -254.8% | -81.6% |
| 10Y | +47.1% | +532.4% | -485.4% | -32.9% |
| All | +60.6% | +539.0% | -478.4% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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