+43.7%
PYPL vs MKTX
+93.2%
-49.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -4.3% | +0.3% | -4.6% | -4.4% |
| 30D | -11.5% | +1.0% | -12.4% | -11.8% |
| 3M | +26.1% | +40.8% | -14.7% | +9.2% |
| 6M | +13.7% | -10.9% | +24.6% | +16.8% |
| YTD | -9.8% | -8.6% | -1.3% | -8.2% |
| 1Y | -22.1% | -11.6% | -10.5% | -20.0% |
| 3Y | -13.5% | -24.5% | +11.0% | -10.8% |
| 5Y | -81.6% | -60.7% | -20.9% | -75.6% |
| 10Y | +38.8% | +5.1% | +33.6% | +29.9% |
| All | +43.7% | +93.2% | -49.5% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling