-81.6%
PYPL vs QS
-74.8%
-6.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.6% | +4.7% | -0.7% |
| 7D | -4.3% | -4.2% | -0.1% | -3.7% |
| 30D | -11.5% | -15.7% | +4.2% | -8.9% |
| 3M | +26.1% | -28.7% | +54.8% | +32.2% |
| 6M | +13.7% | -23.2% | +36.9% | +16.3% |
| YTD | -9.8% | -49.9% | +40.1% | -1.0% |
| 1Y | -22.1% | -38.8% | +16.7% | -20.6% |
| 3Y | -13.5% | -24.0% | +10.5% | -28.6% |
| 5Y | -81.6% | -75.6% | -6.0% | -82.1% |
| All | -81.6% | -74.8% | -6.8% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling