+242.8%
QCOM vs PYPL
+41.9%
+200.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +2.1% |
| 7D | +5.5% | +1.0% | +4.6% | +5.2% |
| 30D | -1.1% | +5.9% | -7.0% | -3.4% |
| 3M | +7.6% | -0.2% | +7.8% | +6.9% |
| 6M | -20.1% | +30.3% | -50.4% | -29.9% |
| YTD | +3.0% | +1.6% | +1.5% | -1.5% |
| 1Y | +3.2% | -10.3% | +13.5% | +4.1% |
| 3Y | +48.9% | +8.5% | +40.4% | +31.3% |
| 5Y | +21.1% | -71.0% | +92.0% | +81.7% |
| 10Y | +242.8% | +46.9% | +195.8% | +141.5% |
| All | +242.8% | +41.9% | +200.9% | +141.5% |
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