-70.0%
PYPL vs QS
-60.6%
-9.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.8% | +5.9% | -1.2% |
| 7D | -1.1% | -5.6% | +4.5% | -0.6% |
| 30D | +3.8% | -5.8% | +9.6% | +4.3% |
| 3M | -1.3% | -39.2% | +37.9% | +3.7% |
| 6M | +29.0% | -53.9% | +83.0% | +38.3% |
| YTD | +0.7% | -62.8% | +63.5% | +9.6% |
| 1Y | -12.3% | -73.5% | +61.2% | -1.2% |
| 3Y | +7.6% | -29.1% | +36.7% | -0.1% |
| 5Y | -71.7% | -90.0% | +18.3% | -71.3% |
| All | -70.0% | -60.6% | -9.4% | -67.2% |
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