+63.3%
PYPL vs TRI
+271.5%
-208.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.7% |
| 7D | +0.1% | -2.9% | +3.0% | +1.6% |
| 30D | +5.7% | +3.7% | +2.0% | +2.2% |
| 3M | -1.9% | +3.7% | -5.6% | -6.2% |
| 6M | +31.8% | +35.1% | -3.3% | +3.8% |
| YTD | +2.4% | -14.0% | +16.4% | +7.5% |
| 1Y | -8.2% | -19.0% | +10.7% | +0.1% |
| 3Y | +10.2% | -12.0% | +22.2% | +6.5% |
| 5Y | -71.2% | +0.6% | -71.9% | -75.2% |
| 10Y | +49.6% | +225.4% | -175.9% | -42.6% |
| All | +63.3% | +271.5% | -208.2% | -44.1% |
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