-11.8%
PYPL vs QID
-74.5%
+62.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.1% |
| 7D | +1.7% | -2.7% | +4.5% | +0.7% |
| 30D | -9.7% | +1.8% | -11.5% | -9.0% |
| 3M | +29.2% | -2.2% | +31.4% | +29.0% |
| 6M | +13.9% | -32.1% | +46.0% | -2.4% |
| YTD | -8.1% | -28.6% | +20.5% | -18.6% |
| 1Y | -21.4% | -36.3% | +14.9% | -33.0% |
| 3Y | -11.8% | -74.4% | +62.6% | -46.6% |
| All | -11.8% | -74.5% | +62.7% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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