-12.3%
PYPL vs QXO
-47.1%
+34.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -2.3% | -7.8% | +5.5% | -2.2% |
| 30D | -9.0% | -18.1% | +9.1% | -8.8% |
| 3M | +30.6% | -25.8% | +56.3% | +31.0% |
| 6M | +18.6% | -41.7% | +60.3% | +19.2% |
| YTD | -7.2% | -36.2% | +29.0% | -6.8% |
| 1Y | -19.3% | -42.1% | +22.8% | -18.9% |
| 3Y | -12.3% | -46.2% | +33.9% | -14.3% |
| All | -12.3% | -47.1% | +34.8% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling