-11.8%
PYPL vs IAU
+125.1%
-137.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -3.2% |
| 7D | +1.7% | +0.7% | +1.0% | +1.7% |
| 30D | -9.7% | +0.3% | -10.1% | -9.6% |
| 3M | +29.2% | +0.7% | +28.5% | +29.6% |
| 6M | +13.9% | -15.5% | +29.4% | +13.6% |
| YTD | -8.1% | +1.0% | -9.1% | -8.5% |
| 1Y | -21.4% | +19.6% | -40.9% | -23.1% |
| 3Y | -11.8% | +125.4% | -137.3% | -27.5% |
| All | -11.8% | +125.1% | -137.0% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling