-80.6%
PYPL vs COF
+44.8%
-125.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -2.3% | -5.1% | +2.9% | +0.6% |
| 30D | -9.0% | -6.0% | -3.0% | -5.9% |
| 3M | +30.6% | +14.8% | +15.8% | +20.7% |
| 6M | +18.6% | +15.3% | +3.2% | +9.0% |
| YTD | -7.2% | -13.0% | +5.9% | -1.3% |
| 1Y | -19.3% | -5.7% | -13.5% | -18.3% |
| 3Y | -12.3% | +118.1% | -130.4% | -49.0% |
| All | -80.6% | +44.8% | -125.5% | -86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling