+51.4%
PYPL vs OMC
+73.5%
-22.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.0% |
| 7D | +2.7% | -6.4% | +9.1% | +5.5% |
| 30D | -4.9% | +1.1% | -6.0% | -5.6% |
| 3M | +28.9% | +10.4% | +18.5% | +22.8% |
| 6M | +18.2% | -1.7% | +19.9% | +18.2% |
| YTD | -5.0% | +4.4% | -9.5% | -7.7% |
| 1Y | -18.8% | +8.4% | -27.3% | -22.7% |
| 3Y | -12.6% | +14.4% | -27.0% | -19.8% |
| 5Y | -80.8% | +33.9% | -114.6% | -83.5% |
| 10Y | +49.9% | +34.9% | +15.1% | +23.9% |
| All | +51.4% | +73.5% | -22.1% | +0.2% |
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 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