-24.9%
PYPL vs Q
+78.4%
-103.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.1% |
| 7D | -4.3% | +6.6% | -10.9% | -4.9% |
| 30D | -11.5% | -6.6% | -4.9% | -11.1% |
| 3M | +26.1% | -13.2% | +39.4% | +26.0% |
| 6M | +13.7% | +9.9% | +3.7% | +8.1% |
| YTD | -9.8% | +53.9% | -63.8% | -20.2% |
| All | -24.9% | +78.4% | -103.3% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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