-70.4%
PYPL vs QLD
+77.5%
-148.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.8% | -5.4% | -1.9% |
| 7D | +2.2% | -1.4% | +3.6% | +2.2% |
| 30D | +8.1% | -19.6% | +27.7% | +18.8% |
| 3M | +1.9% | -14.1% | +16.0% | +8.1% |
| 6M | +33.1% | -13.6% | +46.7% | +37.3% |
| YTD | +3.8% | +12.5% | -8.8% | -7.9% |
| 1Y | -8.3% | +13.1% | -21.5% | -19.2% |
| 3Y | +11.9% | +154.7% | -142.8% | -42.0% |
| 5Y | -70.4% | +81.1% | -151.5% | -83.2% |
| All | -70.4% | +77.5% | -148.0% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling