-81.0%
PYPL vs MKTX
-60.6%
-20.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.6% |
| 3M | +31.3% | +41.1% | -9.8% | +16.7% |
| 6M | +19.1% | -9.5% | +28.6% | +22.4% |
| YTD | -7.9% | -8.7% | +0.8% | -5.7% |
| 1Y | -17.9% | -10.0% | -7.9% | -15.8% |
| 3Y | -11.6% | -24.6% | +13.0% | -9.4% |
| 5Y | -81.0% | -60.3% | -20.7% | -76.8% |
| All | -81.0% | -60.6% | -20.5% | -76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling