+51.4%
PYPL vs COP
+221.8%
-170.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -2.0% | -2.8% |
| 7D | +2.7% | +3.0% | -0.3% | +1.9% |
| 30D | -4.9% | +17.5% | -22.4% | -8.6% |
| 3M | +28.9% | +13.4% | +15.5% | +24.5% |
| 6M | +18.2% | +17.7% | +0.5% | +12.7% |
| YTD | -5.0% | +46.6% | -51.6% | -14.8% |
| 1Y | -18.8% | +44.6% | -63.4% | -27.2% |
| 3Y | -12.6% | +20.7% | -33.3% | -19.1% |
| 5Y | -80.8% | +185.0% | -265.8% | -86.1% |
| 10Y | +49.9% | +347.0% | -297.1% | -12.2% |
| All | +51.4% | +221.8% | -170.5% | -4.3% |
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