-81.0%
PYPL vs COPX
+167.3%
-248.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.0% | +9.2% | +4.5% |
| 7D | -5.9% | -2.9% | -3.1% | -5.3% |
| 30D | -9.4% | 0.0% | -9.4% | -9.7% |
| 3M | +31.3% | +14.8% | +16.5% | +23.6% |
| 6M | +19.1% | +7.0% | +12.1% | +13.4% |
| YTD | -7.9% | +23.8% | -31.7% | -19.7% |
| 1Y | -17.9% | +75.7% | -93.6% | -39.4% |
| 3Y | -11.6% | +156.4% | -168.0% | -48.1% |
| 5Y | -81.0% | +167.6% | -248.6% | -89.1% |
| All | -81.0% | +167.3% | -248.3% | -89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling