+40.1%
PYPL vs COPX
+583.8%
-543.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -2.3% | -2.3% | +0.1% | -1.7% |
| 30D | -9.0% | +0.3% | -9.3% | -9.5% |
| 3M | +30.6% | +6.8% | +23.8% | +25.5% |
| 6M | +18.6% | +7.9% | +10.6% | +11.6% |
| YTD | -7.2% | +23.7% | -30.9% | -19.6% |
| 1Y | -19.3% | +71.5% | -90.8% | -39.9% |
| 3Y | -12.3% | +149.1% | -161.4% | -46.8% |
| 5Y | -80.9% | +167.3% | -248.2% | -89.1% |
| All | +40.1% | +583.8% | -543.7% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling