+153.2%
QQQM vs PYPL
-73.4%
+226.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.8% |
| 7D | +1.5% | +1.7% | -0.2% | +0.9% |
| 30D | -0.7% | -9.7% | +9.1% | +1.9% |
| 3M | +0.4% | +29.2% | -28.8% | -8.4% |
| 6M | +20.1% | +13.9% | +6.2% | +13.4% |
| YTD | +17.2% | -8.1% | +25.3% | +17.3% |
| 1Y | +24.7% | -21.4% | +46.1% | +30.7% |
| 3Y | +96.6% | -11.8% | +108.4% | +91.2% |
| 5Y | +95.0% | -81.1% | +176.2% | +191.3% |
| All | +153.2% | -73.4% | +226.7% | +234.6% |
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