-80.6%
PYPL vs MGY
+88.8%
-169.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -2.3% | +3.5% | -5.8% | -3.1% |
| 30D | -9.0% | +5.3% | -14.3% | -10.2% |
| 3M | +30.6% | +2.6% | +27.9% | +29.2% |
| 6M | +18.6% | -3.3% | +21.9% | +18.4% |
| YTD | -7.2% | +29.2% | -36.4% | -14.3% |
| 1Y | -19.3% | +18.0% | -37.3% | -23.9% |
| 3Y | -12.3% | +30.0% | -42.3% | -21.0% |
| All | -80.6% | +88.8% | -169.4% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 5y: compounded portfolio wealth divided by compounded MGY 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…
5y analysis · Full analysis span regression · 6 months rolling