-13.3%
QCOM vs PYPL
+27.6%
-40.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.5% |
| 7D | +0.4% | +3.9% | -3.5% | +0.4% |
| 30D | -6.6% | +7.8% | -14.4% | -6.6% |
| 3M | +3.7% | -0.7% | +4.3% | +3.3% |
| 6M | -13.3% | +28.8% | -42.1% | -18.2% |
| All | -13.3% | +27.6% | -40.9% | -18.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling