-14.8%
PYPL vs COPX
+168.3%
-183.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.1% |
| 7D | -4.3% | +6.0% | -10.3% | -5.7% |
| 30D | -11.5% | +6.4% | -17.9% | -12.8% |
| 3M | +26.1% | +19.3% | +6.9% | +20.0% |
| 6M | +13.7% | +16.2% | -2.6% | +8.0% |
| YTD | -9.8% | +33.2% | -43.0% | -20.6% |
| 1Y | -22.1% | +90.2% | -112.3% | -41.0% |
| All | -14.8% | +168.3% | -183.2% | -50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling