+51.4%
PYPL vs TRI
+259.2%
-207.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.4% | +2.4% | +0.2% |
| 7D | +2.7% | -0.5% | +3.2% | +2.9% |
| 30D | -4.9% | +7.9% | -12.8% | -9.7% |
| 3M | +28.9% | +24.1% | +4.8% | +10.4% |
| 6M | +18.2% | +3.8% | +14.4% | +11.1% |
| YTD | -5.0% | -16.9% | +11.8% | +3.5% |
| 1Y | -18.8% | -38.4% | +19.6% | +7.7% |
| 3Y | -12.6% | -12.2% | -0.4% | -14.4% |
| 5Y | -80.8% | -1.8% | -79.0% | -82.9% |
| 10Y | +49.9% | +207.6% | -157.7% | -39.3% |
| All | +51.4% | +259.2% | -207.8% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling