+46.5%
PYPL vs TROW
+113.8%
-67.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.0% |
| 7D | +1.7% | +0.4% | +1.3% | +1.5% |
| 30D | -9.7% | -4.0% | -5.7% | -7.1% |
| 3M | +29.2% | +5.0% | +24.2% | +24.7% |
| 6M | +13.9% | +24.3% | -10.4% | -2.1% |
| YTD | -8.1% | +9.8% | -17.9% | -14.0% |
| 1Y | -21.4% | +6.4% | -27.8% | -24.9% |
| 3Y | -11.8% | +15.8% | -27.6% | -21.7% |
| 5Y | -81.1% | -37.3% | -43.9% | -75.9% |
| 10Y | +36.9% | +130.6% | -93.7% | -22.6% |
| All | +46.5% | +113.8% | -67.4% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling