+40.1%
PYPL vs ITW
+194.8%
-154.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.1% |
| 7D | -2.3% | -0.7% | -1.5% | -1.8% |
| 30D | -9.0% | -8.3% | -0.7% | -4.2% |
| 3M | +30.6% | +6.0% | +24.6% | +25.8% |
| 6M | +18.6% | 0.0% | +18.6% | +17.8% |
| YTD | -7.2% | +10.2% | -17.4% | -14.5% |
| 1Y | -19.3% | +3.2% | -22.5% | -22.6% |
| 3Y | -12.3% | +21.0% | -33.3% | -24.0% |
| 5Y | -80.9% | +37.9% | -118.8% | -84.8% |
| All | +40.1% | +194.8% | -154.7% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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