-73.9%
PYPL vs COP
+113.7%
-187.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +3.9% | -11.5% | +15.4% | +6.2% |
| 30D | +7.8% | +5.0% | +2.9% | +6.5% |
| 3M | -0.7% | +17.5% | -18.1% | -4.3% |
| 6M | +28.8% | +16.2% | +12.5% | +23.9% |
| YTD | +2.4% | +48.8% | -46.4% | -7.9% |
| 1Y | -9.6% | +64.1% | -73.7% | -20.9% |
| 3Y | +9.7% | +25.7% | -16.0% | +0.7% |
| All | -73.9% | +113.7% | -187.6% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 5y: compounded portfolio wealth divided by compounded COP 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…
5y analysis · Full analysis span regression · 6 months rolling