+60.6%
PYPL vs TRU
+247.5%
-187.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.4% |
| 7D | -1.1% | -2.2% | +1.1% | 0.0% |
| 30D | +3.8% | +20.2% | -16.4% | -6.3% |
| 3M | -1.3% | +2.2% | -3.5% | -3.5% |
| 6M | +29.0% | +17.6% | +11.5% | +16.5% |
| YTD | +0.7% | -5.0% | +5.7% | +1.1% |
| 1Y | -12.3% | -1.0% | -11.3% | -14.0% |
| 3Y | +7.6% | +56.5% | -48.9% | -22.2% |
| 5Y | -71.7% | -26.2% | -45.5% | -70.2% |
| 10Y | +47.1% | +184.5% | -137.4% | -16.6% |
| All | +60.6% | +247.5% | -187.0% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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