+93.3%
QQQ vs PYPL
-14.5%
+107.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | +1.0% | -4.3% | +5.3% | +1.9% |
| 30D | -0.6% | -11.5% | +10.8% | +1.7% |
| 3M | +1.3% | +26.1% | -24.8% | -5.3% |
| 6M | +18.1% | +13.7% | +4.5% | +13.0% |
| YTD | +16.9% | -9.8% | +26.7% | +18.1% |
| 1Y | +24.0% | -22.1% | +46.0% | +30.1% |
| All | +93.3% | -14.5% | +107.9% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling