+51.4%
PYPL vs TRV
+376.4%
-325.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.5% |
| 7D | +2.7% | -0.1% | +2.8% | +2.8% |
| 30D | -4.9% | -3.4% | -1.5% | -3.6% |
| 3M | +28.9% | +26.4% | +2.5% | +17.0% |
| 6M | +18.2% | +19.3% | -1.1% | +9.7% |
| YTD | -5.0% | +28.3% | -33.4% | -14.7% |
| 1Y | -18.8% | +34.3% | -53.1% | -28.5% |
| 3Y | -12.6% | +140.1% | -152.7% | -40.5% |
| 5Y | -80.8% | +155.7% | -236.5% | -87.6% |
| 10Y | +49.9% | +285.5% | -235.6% | -25.9% |
| All | +51.4% | +376.4% | -325.0% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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