+622.8%
QQQ vs PYPL
+41.5%
+581.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.2% | +1.1% |
| 7D | +1.5% | +1.7% | -0.2% | +0.8% |
| 30D | -0.6% | -9.7% | +9.1% | +2.5% |
| 3M | +0.4% | +29.2% | -28.8% | -10.3% |
| 6M | +20.1% | +13.9% | +6.2% | +11.9% |
| YTD | +17.2% | -8.1% | +25.3% | +16.9% |
| 1Y | +24.7% | -21.4% | +46.1% | +31.3% |
| 3Y | +96.2% | -11.8% | +108.0% | +88.6% |
| 5Y | +94.4% | -81.1% | +175.5% | +236.6% |
| 10Y | +556.7% | +36.9% | +519.8% | +361.7% |
| All | +622.8% | +41.5% | +581.3% | +385.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling