-80.6%
PYPL vs QXO
-70.1%
-10.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -2.3% | -7.8% | +5.5% | -2.1% |
| 30D | -9.0% | -18.1% | +9.1% | -8.6% |
| 3M | +30.6% | -25.8% | +56.3% | +31.4% |
| 6M | +18.6% | -41.7% | +60.3% | +19.8% |
| YTD | -7.2% | -36.2% | +29.0% | -6.5% |
| 1Y | -19.3% | -42.1% | +22.8% | -18.5% |
| 3Y | -12.3% | -46.2% | +33.9% | -18.0% |
| All | -80.6% | -70.1% | -10.5% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling