+38.8%
PYPL vs IAU
+221.5%
-182.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.0% |
| 7D | -4.3% | +0.2% | -4.5% | -4.3% |
| 30D | -11.5% | +0.2% | -11.7% | -11.4% |
| 3M | +26.1% | +3.3% | +22.9% | +25.8% |
| 6M | +13.7% | -14.6% | +28.2% | +15.9% |
| YTD | -9.8% | +1.9% | -11.7% | -11.1% |
| 1Y | -22.1% | +20.9% | -42.9% | -25.9% |
| 3Y | -13.5% | +127.5% | -141.0% | -30.2% |
| 5Y | -81.6% | +141.9% | -223.5% | -85.7% |
| 10Y | +38.8% | +222.8% | -184.0% | +5.5% |
| All | +38.8% | +221.5% | -182.7% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling