+230.9%
QCOM vs PYPL
+49.6%
+181.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.1% |
| 7D | +5.8% | +2.2% | +3.6% | +5.0% |
| 30D | -2.3% | +8.1% | -10.4% | -5.3% |
| 3M | +2.7% | +1.9% | +0.8% | +1.2% |
| 6M | -21.0% | +33.1% | -54.1% | -31.4% |
| YTD | +1.8% | +3.8% | -2.0% | -3.5% |
| 1Y | +2.4% | -8.3% | +10.7% | +2.4% |
| 3Y | +52.1% | +11.9% | +40.3% | +32.5% |
| 5Y | +14.6% | -70.4% | +85.1% | +71.1% |
| 10Y | +230.9% | +47.2% | +183.7% | +131.6% |
| All | +230.9% | +49.6% | +181.3% | +131.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 10y: compounded portfolio wealth divided by compounded PYPL 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…
10y analysis · Full analysis span regression · 6 months rolling