+38.8%
PYPL vs O
+49.9%
-11.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.3% |
| 7D | -4.3% | -2.3% | -2.1% | -3.4% |
| 30D | -11.5% | -2.4% | -9.0% | -10.5% |
| 3M | +26.1% | -0.6% | +26.7% | +26.4% |
| 6M | +13.7% | -5.0% | +18.7% | +15.8% |
| YTD | -9.8% | +10.4% | -20.2% | -14.3% |
| 1Y | -22.1% | +6.6% | -28.6% | -24.8% |
| 3Y | -13.5% | +28.4% | -41.9% | -24.1% |
| 5Y | -81.6% | +15.3% | -96.9% | -83.0% |
| 10Y | +38.8% | +55.3% | -16.5% | +14.0% |
| All | +38.8% | +49.9% | -11.1% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling