+63.3%
PYPL vs OMC
+86.6%
-23.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.1% |
| 7D | +0.1% | +1.9% | -1.8% | -0.7% |
| 30D | +5.7% | +12.2% | -6.5% | +0.5% |
| 3M | -1.9% | +0.6% | -2.5% | -2.4% |
| 6M | +31.8% | +21.0% | +10.8% | +20.5% |
| YTD | +2.4% | +12.4% | -9.9% | -3.5% |
| 1Y | -8.2% | +25.4% | -33.7% | -17.7% |
| 3Y | +10.2% | +29.2% | -19.0% | -4.0% |
| 5Y | -71.2% | +52.6% | -123.8% | -76.6% |
| 10Y | +49.6% | +53.6% | -4.1% | +14.9% |
| All | +63.3% | +86.6% | -23.4% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling