+5,555.9%
COF vs PPG
+1,107.8%
+4,448.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.1% |
| YTD | -13.0% | +4.9% | -17.9% | -18.3% |
| 1Y | -5.7% | -3.2% | -2.5% | -6.3% |
| 3Y | +118.1% | -17.0% | +135.1% | +138.8% |
| 5Y | +46.2% | -23.3% | +69.6% | +66.5% |
| 10Y | +246.1% | +26.4% | +219.7% | +166.3% |
| All | +5,555.9% | +1,107.8% | +4,448.1% | +925.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling