+46.5%
PYPL vs TRI
+235.9%
-189.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.5% | +3.3% | +0.6% |
| 7D | +1.7% | -7.1% | +8.8% | +6.1% |
| 30D | -9.7% | -2.3% | -7.4% | -9.2% |
| 3M | +29.2% | +19.6% | +9.6% | +12.9% |
| 6M | +13.9% | -8.7% | +22.6% | +16.0% |
| YTD | -8.1% | -22.3% | +14.2% | +4.1% |
| 1Y | -21.4% | -40.7% | +19.3% | +6.2% |
| 3Y | -11.8% | -17.8% | +5.9% | -10.3% |
| 5Y | -81.1% | -8.5% | -72.6% | -82.6% |
| 10Y | +36.9% | +192.6% | -155.7% | -43.1% |
| All | +46.5% | +235.9% | -189.4% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TRI 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling