+63.3%
PYPL vs COF
+173.2%
-109.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | +0.1% | -3.4% | +3.4% | +1.5% |
| 30D | +5.7% | +0.4% | +5.3% | +5.4% |
| 3M | -1.9% | -12.5% | +10.6% | +3.7% |
| 6M | +31.8% | +8.3% | +23.5% | +27.2% |
| YTD | +2.4% | -18.6% | +21.0% | +10.3% |
| 1Y | -8.2% | -8.6% | +0.4% | -6.0% |
| 3Y | +10.2% | +94.7% | -84.5% | -19.1% |
| 5Y | -71.2% | +35.3% | -106.6% | -76.1% |
| 10Y | +49.6% | +185.1% | -135.6% | -14.8% |
| All | +63.3% | +173.2% | -109.9% | -9.4% |
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