-81.6%
PYPL vs OTIS
-17.1%
-64.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.2% |
| 7D | -4.3% | -2.2% | -2.2% | -2.9% |
| 30D | -11.5% | -4.3% | -7.1% | -8.9% |
| 3M | +26.1% | -2.2% | +28.3% | +27.7% |
| 6M | +13.7% | -19.9% | +33.6% | +31.0% |
| YTD | -9.8% | -19.3% | +9.5% | +2.3% |
| 1Y | -22.1% | -19.6% | -2.5% | -11.5% |
| 3Y | -13.5% | -11.5% | -2.0% | -14.9% |
| 5Y | -81.6% | -16.8% | -64.8% | -82.7% |
| All | -81.6% | -17.1% | -64.5% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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