-14.8%
PYPL vs OMC
+9.5%
-24.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -0.3% |
| 7D | -4.3% | -4.2% | -0.1% | -2.3% |
| 30D | -11.5% | -7.5% | -4.0% | -8.4% |
| 3M | +26.1% | +4.6% | +21.5% | +22.4% |
| 6M | +13.7% | -4.8% | +18.5% | +15.3% |
| YTD | -9.8% | -1.0% | -8.8% | -10.3% |
| 1Y | -22.1% | +3.8% | -25.9% | -24.7% |
| All | -14.8% | +9.5% | -24.3% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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