-69.5%
PYPL vs QS
-62.6%
-6.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.2% | +6.8% | +2.2% |
| 7D | +0.1% | -14.0% | +14.1% | +1.6% |
| 30D | +5.7% | -6.4% | +12.0% | +6.2% |
| 3M | -1.9% | -40.3% | +38.3% | +3.2% |
| 6M | +31.8% | -57.5% | +89.3% | +42.5% |
| YTD | +2.4% | -64.7% | +67.1% | +12.1% |
| 1Y | -8.2% | -72.9% | +64.6% | +3.1% |
| 3Y | +10.2% | -33.5% | +43.7% | +3.0% |
| 5Y | -71.2% | -90.5% | +19.3% | -70.7% |
| All | -69.5% | -62.6% | -6.8% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling