-13.0%
PYPL vs MKTX
-25.2%
+12.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -5.9% | -0.2% | -5.8% | -5.9% |
| 30D | -9.4% | +0.8% | -10.2% | -9.5% |
| 3M | +31.3% | +41.1% | -9.8% | +25.2% |
| 6M | +19.1% | -9.5% | +28.6% | +20.6% |
| YTD | -7.9% | -8.7% | +0.8% | -7.1% |
| 1Y | -17.9% | -10.0% | -7.9% | -17.0% |
| All | -13.0% | -25.2% | +12.3% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling