+51.9%
PYPL vs IAU
+210.5%
-158.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.6% |
| 7D | -1.1% | -5.5% | +4.3% | -0.3% |
| 30D | +3.8% | -7.0% | +10.8% | +4.8% |
| 3M | -1.3% | -12.3% | +11.0% | +0.6% |
| 6M | +29.0% | -17.9% | +47.0% | +32.4% |
| YTD | +0.7% | -10.3% | +11.1% | +1.1% |
| 1Y | -12.3% | -7.9% | -4.4% | -12.4% |
| 3Y | +7.6% | +98.7% | -91.0% | -11.6% |
| 5Y | -71.7% | +105.0% | -176.7% | -77.4% |
| All | +51.9% | +210.5% | -158.6% | +18.8% |
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