+40.1%
PYPL vs COF
+248.6%
-208.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -2.3% | -5.1% | +2.9% | -0.1% |
| 30D | -9.0% | -6.0% | -3.0% | -6.6% |
| 3M | +30.6% | +14.8% | +15.8% | +23.1% |
| 6M | +18.6% | +15.3% | +3.2% | +11.4% |
| YTD | -7.2% | -13.0% | +5.9% | -2.7% |
| 1Y | -19.3% | -5.7% | -13.5% | -18.3% |
| 3Y | -12.3% | +118.1% | -130.4% | -38.5% |
| 5Y | -80.9% | +46.2% | -127.1% | -84.7% |
| All | +40.1% | +248.6% | -208.5% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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