+19.7%
QCOM vs PYPL
-71.0%
+90.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.0% |
| 7D | +13.0% | -1.1% | +14.1% | +13.4% |
| 30D | +0.2% | +3.8% | -3.6% | -1.1% |
| 3M | +9.2% | -1.3% | +10.5% | +9.1% |
| 6M | -15.0% | +29.0% | -44.0% | -23.7% |
| YTD | +5.2% | +0.7% | +4.4% | +2.0% |
| 1Y | +2.4% | -12.3% | +14.6% | +4.7% |
| 3Y | +52.0% | +7.6% | +44.3% | +37.3% |
| 5Y | +19.7% | -71.7% | +91.4% | +45.5% |
| All | +19.7% | -71.0% | +90.7% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling