-71.7%
PYPL vs QS
-44.4%
-27.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | +2.7% | -2.3% | +5.0% | +2.9% |
| 30D | -4.9% | -0.7% | -4.2% | -4.9% |
| 3M | +28.9% | -39.6% | +68.5% | +34.9% |
| 6M | +18.2% | -21.7% | +40.0% | +19.8% |
| YTD | -5.0% | -47.4% | +42.4% | -0.1% |
| 1Y | -18.8% | -28.4% | +9.5% | -19.0% |
| 3Y | -12.6% | -22.6% | +10.0% | -19.3% |
| 5Y | -80.8% | -75.6% | -5.2% | -81.4% |
| All | -71.7% | -44.4% | -27.3% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling