+40.1%
PYPL vs MKTX
+5.0%
+35.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -2.3% | -0.2% | -2.0% | -2.2% |
| 30D | -9.0% | +0.7% | -9.8% | -9.3% |
| 3M | +30.6% | +40.8% | -10.2% | +13.3% |
| 6M | +18.6% | -8.0% | +26.6% | +20.4% |
| YTD | -7.2% | -8.7% | +1.6% | -5.4% |
| 1Y | -19.3% | -11.8% | -7.4% | -17.0% |
| 3Y | -12.3% | -24.0% | +11.7% | -9.9% |
| 5Y | -80.9% | -60.3% | -20.6% | -74.8% |
| All | +40.1% | +5.0% | +35.1% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling