+40.1%
PYPL vs TROW
+130.0%
-89.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +1.5% |
| 7D | -2.3% | -3.2% | +0.9% | -0.1% |
| 30D | -9.0% | -4.6% | -4.4% | -6.0% |
| 3M | +30.6% | -0.7% | +31.2% | +30.8% |
| 6M | +18.6% | +22.2% | -3.6% | +3.2% |
| YTD | -7.2% | +6.6% | -13.8% | -11.4% |
| 1Y | -19.3% | +5.8% | -25.1% | -22.5% |
| 3Y | -12.3% | +11.6% | -23.9% | -20.1% |
| 5Y | -80.9% | -38.9% | -42.0% | -75.3% |
| All | +40.1% | +130.0% | -89.9% | +3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling