+2.0%
QCOM vs PYPL
-9.5%
+11.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.5% |
| 7D | +5.8% | +2.2% | +3.6% | +5.6% |
| 30D | -2.3% | +8.1% | -10.4% | -3.0% |
| 3M | +2.7% | +1.9% | +0.8% | +2.3% |
| 6M | -21.0% | +33.1% | -54.1% | -23.7% |
| YTD | +1.8% | +3.8% | -2.0% | +5.7% |
| All | +2.0% | -9.5% | +11.5% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling