+8.4%
PYPL vs OMC
+28.0%
-19.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -0.9% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | +3.8% | +10.6% | -6.8% | -1.0% |
| 3M | -1.3% | +2.6% | -3.9% | -2.8% |
| 6M | +29.0% | +16.6% | +12.4% | +19.0% |
| YTD | +0.7% | +10.9% | -10.2% | -4.9% |
| 1Y | -12.3% | +22.1% | -34.3% | -21.0% |
| All | +8.4% | +28.0% | -19.6% | -12.2% |
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