-13.0%
PYPL vs OWL
-0.3%
-12.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.0% | +6.1% | +3.5% |
| 7D | -5.9% | -11.9% | +6.0% | -1.8% |
| 30D | -9.4% | -13.7% | +4.3% | -5.0% |
| 3M | +31.3% | +12.3% | +19.1% | +24.6% |
| 6M | +19.1% | +15.0% | +4.1% | +10.5% |
| YTD | -7.9% | -25.7% | +17.9% | +2.1% |
| 1Y | -17.9% | -39.5% | +21.6% | -2.3% |
| All | -13.0% | -0.3% | -12.6% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling