+65.4%
PYPL vs COP
+222.3%
-156.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.7% |
| 7D | +2.2% | -8.4% | +10.6% | +4.2% |
| 30D | +8.1% | +0.3% | +7.9% | +7.8% |
| 3M | +1.9% | +15.1% | -13.2% | -2.0% |
| 6M | +33.1% | +19.8% | +13.4% | +26.2% |
| YTD | +3.8% | +46.8% | -43.0% | -7.3% |
| 1Y | -8.3% | +59.7% | -68.1% | -20.0% |
| 3Y | +11.9% | +28.7% | -16.8% | +1.7% |
| 5Y | -70.4% | +110.7% | -181.1% | -77.0% |
| 10Y | +47.2% | +298.3% | -251.1% | -11.5% |
| All | +65.4% | +222.3% | -156.9% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling