-74.8%
PYPL vs OWL
+38.2%
-113.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.3% | -2.7% |
| 7D | +2.7% | -2.2% | +4.9% | +3.5% |
| 30D | -4.9% | +3.7% | -8.6% | -6.6% |
| 3M | +28.9% | +17.5% | +11.4% | +19.7% |
| 6M | +18.2% | +18.5% | -0.3% | +8.0% |
| YTD | -5.0% | -16.3% | +11.3% | +0.3% |
| 1Y | -18.8% | -29.7% | +10.9% | -9.0% |
| 3Y | -12.6% | +14.2% | -26.7% | -23.0% |
| 5Y | -80.8% | +2.5% | -83.3% | -83.4% |
| All | -74.8% | +38.2% | -113.0% | -79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling