+9.7%
PYPL vs COO
-25.3%
+35.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.0% |
| 7D | +3.9% | +4.7% | -0.8% | +2.5% |
| 30D | +7.8% | +13.9% | -6.1% | +3.5% |
| 3M | -0.7% | -14.9% | +14.3% | +4.2% |
| 6M | +28.8% | +2.0% | +26.7% | +26.8% |
| YTD | +2.4% | -23.9% | +26.3% | +11.6% |
| 1Y | -9.6% | -9.6% | 0.0% | -7.1% |
| 3Y | +9.7% | -25.4% | +35.1% | +11.2% |
| All | +9.7% | -25.3% | +35.0% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling