-14.8%
PYPL vs ITW
+18.4%
-33.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.1% | -1.0% |
| 7D | -4.3% | -1.9% | -2.4% | -3.3% |
| 30D | -11.5% | -10.4% | -1.1% | -6.2% |
| 3M | +26.1% | +3.5% | +22.6% | +23.6% |
| 6M | +13.7% | -3.4% | +17.0% | +15.3% |
| YTD | -9.8% | +8.5% | -18.4% | -17.2% |
| 1Y | -22.1% | +3.2% | -25.3% | -25.7% |
| All | -14.8% | +18.4% | -33.2% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling