+254.0%
QCOM vs PYPL
+48.9%
+205.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +1.3% |
| 7D | +3.3% | +2.7% | +0.7% | +2.1% |
| 30D | +7.7% | -4.9% | +12.6% | +9.2% |
| 3M | -30.1% | +28.9% | -58.9% | -38.2% |
| 6M | +22.8% | +18.2% | +4.6% | +11.2% |
| YTD | +0.2% | -5.0% | +5.2% | -1.5% |
| 1Y | +7.9% | -18.8% | +26.7% | +13.0% |
| 3Y | +55.8% | -12.6% | +68.4% | +51.4% |
| 5Y | +30.1% | -80.8% | +110.8% | +135.5% |
| All | +254.0% | +48.9% | +205.2% | +169.7% |
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