-81.1%
PYPL vs COP
+186.3%
-267.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.4% |
| 7D | +1.7% | -0.8% | +2.6% | +1.9% |
| 30D | -9.7% | +15.6% | -25.3% | -12.4% |
| 3M | +29.2% | +14.3% | +14.9% | +25.3% |
| 6M | +13.9% | +17.0% | -3.1% | +9.4% |
| YTD | -8.1% | +47.4% | -55.5% | -16.8% |
| 1Y | -21.4% | +52.4% | -73.8% | -29.6% |
| 3Y | -11.8% | +20.8% | -32.6% | -18.0% |
| 5Y | -81.1% | +191.7% | -272.8% | -85.9% |
| All | -81.1% | +186.3% | -267.4% | -85.9% |
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