+51.4%
PYPL vs COO
+58.9%
-7.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.2% |
| 7D | +2.7% | -2.2% | +4.9% | +4.0% |
| 30D | -4.9% | -7.0% | +2.1% | -1.3% |
| 3M | +28.9% | +12.2% | +16.7% | +20.5% |
| 6M | +18.2% | -15.1% | +33.4% | +28.1% |
| YTD | -5.0% | -15.1% | +10.1% | +2.9% |
| 1Y | -18.8% | +2.3% | -21.2% | -21.0% |
| 3Y | -12.6% | -23.7% | +11.1% | -4.6% |
| 5Y | -80.8% | -38.9% | -41.9% | -76.5% |
| 10Y | +49.9% | +49.9% | 0.0% | +15.2% |
| All | +51.4% | +58.9% | -7.5% | +26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling