+62.4%
PYPL vs QLD
+1,503.1%
-1,440.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -12.7% | +10.7% | +4.8% |
| 7D | +3.5% | -18.6% | +22.1% | +14.8% |
| 30D | +8.0% | -28.3% | +36.2% | +27.7% |
| 3M | +2.0% | -20.4% | +22.4% | +13.5% |
| 6M | +27.6% | -14.3% | +41.8% | +32.0% |
| YTD | +1.9% | +2.8% | -0.9% | -5.6% |
| 1Y | -12.4% | -1.2% | -11.2% | -17.3% |
| 3Y | +6.3% | +135.3% | -129.0% | -43.7% |
| 5Y | -73.6% | +62.6% | -136.2% | -83.7% |
| 10Y | +45.8% | +1,384.3% | -1,338.5% | -76.7% |
| All | +62.4% | +1,503.1% | -1,440.7% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling