+242.0%
COF vs PPG
+26.9%
+215.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.2% |
| 7D | -5.1% | -6.2% | +1.1% | -0.3% |
| 30D | -6.0% | -7.9% | +1.9% | +0.1% |
| 3M | +14.8% | -10.2% | +25.0% | +24.0% |
| 6M | +15.3% | +2.7% | +12.7% | +10.9% |
| YTD | -13.0% | +4.9% | -17.9% | -18.5% |
| 1Y | -5.7% | -3.2% | -2.5% | -6.4% |
| 3Y | +118.1% | -17.0% | +135.1% | +139.1% |
| 5Y | +46.2% | -23.3% | +69.6% | +66.4% |
| All | +242.0% | +26.9% | +215.1% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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