+46.8%
PYPL vs QXO
-31.2%
+78.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.5% | +2.3% |
| 7D | -5.9% | -8.7% | +2.7% | -5.7% |
| 30D | -9.4% | -21.0% | +11.5% | -8.9% |
| 3M | +31.3% | -18.4% | +49.7% | +31.8% |
| 6M | +19.1% | -43.0% | +62.1% | +20.4% |
| YTD | -7.9% | -36.3% | +28.4% | -7.2% |
| 1Y | -17.9% | -42.8% | +24.9% | -17.1% |
| 3Y | -11.6% | -45.8% | +34.2% | -17.1% |
| 5Y | -81.0% | -70.8% | -10.3% | -82.2% |
| 10Y | +41.8% | +36.3% | +5.5% | +27.8% |
| All | +46.8% | -31.2% | +78.1% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded QXO 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling