+43.1%
COF vs PPG
-24.1%
+67.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.3% |
| 7D | -5.1% | -6.2% | +1.1% | -1.1% |
| 30D | -6.0% | -7.9% | +1.9% | -0.9% |
| 3M | +14.8% | -10.2% | +25.0% | +22.6% |
| 6M | +15.3% | +2.7% | +12.7% | +11.8% |
| YTD | -13.0% | +4.9% | -17.9% | -17.5% |
| 1Y | -5.7% | -3.2% | -2.5% | -5.9% |
| 3Y | +118.1% | -17.0% | +135.1% | +136.3% |
| All | +43.1% | -24.1% | +67.2% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling