-81.6%
PYPL vs OMC
+29.1%
-110.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | 0.0% |
| 7D | -4.3% | -4.2% | -0.1% | -2.1% |
| 30D | -11.5% | -7.5% | -4.0% | -8.0% |
| 3M | +26.1% | +4.6% | +21.5% | +21.9% |
| 6M | +13.7% | -4.8% | +18.5% | +15.5% |
| YTD | -9.8% | -1.0% | -8.8% | -10.6% |
| 1Y | -22.1% | +3.8% | -25.9% | -25.4% |
| 3Y | -13.5% | +10.2% | -23.7% | -23.6% |
| 5Y | -81.6% | +29.7% | -111.3% | -86.1% |
| All | -81.6% | +29.1% | -110.7% | -86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling