+65.4%
PYPL vs IAU
+245.4%
-180.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.5% | +1.2% |
| 7D | +2.2% | +4.9% | -2.7% | +1.7% |
| 30D | +8.1% | -1.4% | +9.5% | +8.2% |
| 3M | +1.9% | -4.8% | +6.7% | +2.4% |
| 6M | +33.1% | -12.5% | +45.6% | +34.5% |
| YTD | +3.8% | -4.2% | +7.9% | +3.5% |
| 1Y | -8.3% | +3.1% | -11.4% | -9.4% |
| 3Y | +11.9% | +110.0% | -98.1% | -1.1% |
| 5Y | -70.4% | +123.1% | -193.5% | -74.5% |
| 10Y | +47.2% | +216.7% | -169.5% | +32.2% |
| All | +65.4% | +245.4% | -180.0% | +47.8% |
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 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