-76.1%
PYPL vs OWL
+27.7%
-103.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -0.7% |
| 7D | -4.3% | -6.4% | +2.0% | -1.8% |
| 30D | -11.5% | -5.0% | -6.5% | -10.0% |
| 3M | +26.1% | +15.4% | +10.7% | +18.0% |
| 6M | +13.7% | +15.5% | -1.8% | +4.8% |
| YTD | -9.8% | -22.7% | +12.8% | -1.9% |
| 1Y | -22.1% | -34.1% | +12.0% | -10.5% |
| 3Y | -13.5% | +5.1% | -18.6% | -21.2% |
| 5Y | -81.6% | -11.5% | -70.1% | -83.5% |
| All | -76.1% | +27.7% | -103.8% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 10y: compounded portfolio wealth divided by compounded OWL 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…
10y analysis · Full analysis span regression · 6 months rolling