-81.0%
PYPL vs TROW
-38.9%
-42.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | -5.9% | -3.0% | -2.9% | -3.7% |
| 30D | -9.4% | -5.5% | -4.0% | -5.4% |
| 3M | +31.3% | +2.3% | +29.0% | +28.6% |
| 6M | +19.1% | +23.9% | -4.8% | +0.5% |
| YTD | -7.9% | +7.9% | -15.8% | -13.6% |
| 1Y | -17.9% | +6.1% | -24.0% | -22.0% |
| 3Y | -11.6% | +13.8% | -25.4% | -22.6% |
| 5Y | -81.0% | -38.2% | -42.8% | -75.6% |
| All | -81.0% | -38.9% | -42.2% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling