+46.9%
PYPL vs QLD
+1,387.1%
-1,340.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.5% |
| 7D | +1.0% | -3.8% | +4.8% | +2.4% |
| 30D | +5.9% | -20.5% | +26.4% | +18.3% |
| 3M | -0.2% | -14.6% | +14.4% | +6.8% |
| 6M | +30.3% | -14.7% | +45.0% | +35.6% |
| YTD | +1.6% | +11.2% | -9.6% | -10.0% |
| 1Y | -10.3% | +7.1% | -17.4% | -19.1% |
| 3Y | +8.5% | +141.1% | -132.6% | -43.6% |
| 5Y | -71.0% | +84.3% | -155.2% | -83.4% |
| 10Y | +46.9% | +1,450.1% | -1,403.1% | -78.2% |
| All | +46.9% | +1,387.1% | -1,340.2% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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