-12.3%
PYPL vs OSCR
+401.8%
-414.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -2.3% | +1.6% | -3.9% | -2.4% |
| 30D | -9.0% | +10.7% | -19.7% | -9.9% |
| 3M | +30.6% | +13.4% | +17.2% | +28.7% |
| 6M | +18.6% | +144.6% | -126.0% | +8.5% |
| YTD | -7.2% | +128.0% | -135.2% | -14.8% |
| 1Y | -19.3% | +68.7% | -87.9% | -24.4% |
| 3Y | -12.3% | +398.8% | -411.1% | -35.8% |
| All | -12.3% | +401.8% | -414.1% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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