+208.1%
COF vs PPL
+62.1%
+146.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.4% |
| 7D | -5.8% | -1.2% | -4.6% | -5.0% |
| 30D | -0.3% | +4.2% | -4.6% | -3.1% |
| 3M | -8.5% | +1.5% | -10.0% | -9.6% |
| 6M | +5.6% | +1.0% | +4.6% | +4.1% |
| YTD | -17.1% | +4.4% | -21.5% | -20.7% |
| 1Y | -7.4% | +0.8% | -8.2% | -9.5% |
| 3Y | +99.1% | +56.5% | +42.6% | +37.6% |
| 5Y | +39.5% | +47.7% | -8.1% | -0.7% |
| 10Y | +208.1% | +64.4% | +143.7% | +108.0% |
| All | +208.1% | +62.1% | +146.0% | +108.0% |
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