-72.5%
PYPL vs QS
-47.4%
-25.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.3% |
| 7D | -5.9% | -5.0% | -1.0% | -5.5% |
| 30D | -9.4% | -18.3% | +8.9% | -7.5% |
| 3M | +31.3% | -26.0% | +57.3% | +34.5% |
| 6M | +19.1% | -24.0% | +43.1% | +21.0% |
| YTD | -7.9% | -50.3% | +42.4% | -2.5% |
| 1Y | -17.9% | -38.0% | +20.1% | -16.6% |
| 3Y | -11.6% | -24.6% | +13.0% | -18.3% |
| 5Y | -81.0% | -75.4% | -5.6% | -81.5% |
| All | -72.5% | -47.4% | -25.1% | -70.9% |
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