-19.0%
PYPL vs TROW
+0.2%
-19.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.6% |
| 7D | +2.4% | -1.3% | +3.7% | +3.4% |
| 30D | -5.1% | -4.5% | -0.6% | -2.0% |
| 3M | +28.6% | +3.9% | +24.7% | +24.0% |
| 6M | +17.9% | +22.6% | -4.6% | -1.3% |
| YTD | -5.3% | +10.1% | -15.4% | -12.0% |
| 1Y | -19.0% | +3.6% | -22.6% | -19.6% |
| All | -19.0% | +0.2% | -19.2% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 1y: compounded portfolio wealth divided by compounded TROW 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…
1y analysis · Full analysis span regression · 6 months rolling