-10.8%
PYPL vs QLD
+13.0%
-23.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.6% | -3.5% | +0.3% |
| 7D | -1.2% | -1.2% | 0.0% | -1.2% |
| 30D | +6.1% | -15.7% | +21.8% | +9.3% |
| 3M | +1.1% | -10.0% | +11.1% | +2.6% |
| 6M | +32.7% | -11.2% | +44.0% | +33.6% |
| YTD | +2.8% | +16.4% | -13.6% | -7.8% |
| 1Y | -10.8% | +12.7% | -23.4% | -18.9% |
| All | -10.8% | +13.0% | -23.8% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling