-73.9%
PYPL vs QLD
+66.7%
-140.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.1% | -0.8% |
| 7D | +3.9% | -10.3% | +14.2% | +8.9% |
| 30D | +7.8% | -26.1% | +33.9% | +23.5% |
| 3M | -0.7% | -17.8% | +17.1% | +7.6% |
| 6M | +28.8% | -15.6% | +44.3% | +33.9% |
| YTD | +2.4% | +5.4% | -3.0% | -6.1% |
| 1Y | -9.6% | +5.2% | -14.8% | -17.4% |
| 3Y | +9.7% | +139.4% | -129.8% | -41.5% |
| All | -73.9% | +66.7% | -140.6% | -84.5% |
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