+46.5%
PYPL vs QSR
+179.6%
-133.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.9% | -2.1% |
| 7D | +1.7% | +0.1% | +1.7% | +1.8% |
| 30D | -9.7% | +5.9% | -15.7% | -12.2% |
| 3M | +29.2% | +10.5% | +18.7% | +23.1% |
| 6M | +13.9% | +7.7% | +6.2% | +9.3% |
| YTD | -8.1% | +16.8% | -24.9% | -15.4% |
| 1Y | -21.4% | +30.9% | -52.3% | -31.7% |
| 3Y | -11.8% | +28.2% | -40.0% | -23.7% |
| 5Y | -81.1% | +45.0% | -126.1% | -84.7% |
| 10Y | +36.9% | +127.3% | -90.4% | -16.6% |
| All | +46.5% | +179.6% | -133.1% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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