+175.7%
COF vs PPL
+67.2%
+108.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -0.1% |
| 7D | -3.4% | -0.4% | -3.0% | -3.1% |
| 30D | +0.4% | +2.6% | -2.3% | -1.4% |
| 3M | -12.5% | +0.8% | -13.3% | -13.2% |
| 6M | +8.3% | +1.4% | +6.9% | +6.5% |
| YTD | -18.6% | +4.3% | -22.9% | -22.1% |
| 1Y | -8.6% | +0.8% | -9.4% | -10.7% |
| 3Y | +94.7% | +57.9% | +36.8% | +33.4% |
| 5Y | +35.3% | +48.3% | -13.0% | -4.2% |
| All | +175.7% | +67.2% | +108.6% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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