+61.9%
PYPL vs IAU
+236.3%
-174.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.9% |
| 7D | +1.0% | +2.8% | -1.8% | +0.7% |
| 30D | +5.9% | -4.0% | +9.8% | +6.2% |
| 3M | -0.2% | -8.2% | +8.0% | +0.6% |
| 6M | +30.3% | -14.8% | +45.1% | +32.0% |
| YTD | +1.6% | -6.7% | +8.3% | +1.5% |
| 1Y | -10.3% | -2.2% | -8.1% | -10.8% |
| 3Y | +8.5% | +106.7% | -98.2% | -4.0% |
| 5Y | -71.0% | +114.8% | -185.8% | -74.8% |
| 10Y | +46.9% | +213.0% | -166.0% | +32.9% |
| All | +61.9% | +236.3% | -174.4% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling