+36.9%
PYPL vs COO
+43.7%
-6.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -1.7% |
| 7D | +1.7% | -2.3% | +4.0% | +3.1% |
| 30D | -9.7% | -8.8% | -0.9% | -5.2% |
| 3M | +29.2% | +1.3% | +27.9% | +28.1% |
| 6M | +13.9% | -11.6% | +25.4% | +20.9% |
| YTD | -8.1% | -17.4% | +9.3% | +1.3% |
| 1Y | -21.4% | -1.6% | -19.8% | -21.9% |
| 3Y | -11.8% | -22.6% | +10.8% | -4.6% |
| 5Y | -81.1% | -40.3% | -40.8% | -76.5% |
| 10Y | +36.9% | +45.2% | -8.3% | +8.3% |
| All | +36.9% | +43.7% | -6.8% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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