+65.4%
PYPL vs O
+132.0%
-66.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.0% |
| 7D | +2.2% | +3.3% | -1.2% | +0.8% |
| 30D | +8.1% | +10.3% | -2.2% | +3.8% |
| 3M | +1.9% | -3.5% | +5.4% | +3.4% |
| 6M | +33.1% | -1.3% | +34.4% | +33.6% |
| YTD | +3.8% | +10.3% | -6.6% | -1.3% |
| 1Y | -8.3% | +10.4% | -18.7% | -12.9% |
| 3Y | +11.9% | +40.0% | -28.1% | -5.3% |
| 5Y | -70.4% | +12.4% | -82.8% | -72.4% |
| 10Y | +47.2% | +78.2% | -31.0% | +15.5% |
| All | +65.4% | +132.0% | -66.6% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling