+175.4%
IWM vs PYPL
+46.2%
+129.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +1.2% |
| 7D | +0.1% | +2.7% | -2.6% | -0.8% |
| 30D | -1.3% | -4.9% | +3.6% | -0.1% |
| 3M | +1.6% | +28.9% | -27.3% | -7.5% |
| 6M | +13.6% | +18.2% | -4.7% | +5.8% |
| YTD | +20.8% | -5.0% | +25.8% | +19.4% |
| 1Y | +26.4% | -18.8% | +45.2% | +31.2% |
| 3Y | +60.7% | -12.6% | +73.3% | +57.9% |
| 5Y | +38.2% | -80.8% | +119.0% | +114.2% |
| 10Y | +169.5% | +49.9% | +119.6% | +93.7% |
| All | +175.4% | +46.2% | +129.2% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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