-81.0%
PYPL vs QLD
+121.5%
-202.6%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.4% | -3.2% |
| 7D | +2.7% | +0.6% | +2.1% | +2.4% |
| 30D | -4.9% | -0.1% | -4.8% | -4.9% |
| 3M | +28.9% | -8.4% | +37.2% | +31.8% |
| 6M | +18.2% | +32.2% | -14.0% | -1.8% |
| YTD | -5.0% | +28.9% | -33.9% | -20.0% |
| 1Y | -18.8% | +43.8% | -62.7% | -35.9% |
| 3Y | -12.6% | +176.6% | -189.2% | -55.8% |
| All | -81.0% | +121.5% | -202.6% | -90.1% |
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