+51.4%
PYPL vs COF
+207.6%
-156.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | +2.7% | +1.8% | +0.9% | +1.9% |
| 30D | -4.9% | -0.6% | -4.3% | -4.7% |
| 3M | +28.9% | +20.3% | +8.6% | +19.1% |
| 6M | +18.2% | +13.0% | +5.2% | +11.9% |
| YTD | -5.0% | -8.3% | +3.3% | -2.6% |
| 1Y | -18.8% | -1.5% | -17.4% | -19.4% |
| 3Y | -12.6% | +122.3% | -134.8% | -39.4% |
| 5Y | -80.8% | +52.5% | -133.3% | -84.8% |
| 10Y | +49.9% | +264.9% | -215.0% | -23.3% |
| All | +51.4% | +207.6% | -156.2% | -20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling