+51.4%
PYPL vs QID
-99.4%
+150.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -3.2% |
| 7D | +2.7% | -0.6% | +3.3% | +2.4% |
| 30D | -4.9% | 0.0% | -4.9% | -4.7% |
| 3M | +28.9% | +3.7% | +25.2% | +32.9% |
| 6M | +18.2% | -29.9% | +48.1% | -1.5% |
| YTD | -5.0% | -28.8% | +23.7% | -19.4% |
| 1Y | -18.8% | -37.2% | +18.3% | -35.0% |
| 3Y | -12.6% | -73.7% | +61.1% | -52.0% |
| 5Y | -80.8% | -80.7% | 0.0% | -88.6% |
| 10Y | +49.9% | -99.1% | +149.0% | -75.4% |
| All | +51.4% | -99.4% | +150.8% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling