-1.3%
COF vs PPL
+0.8%
-2.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +1.2% | +1.8% | -0.5% | +1.1% |
| 30D | -1.4% | -1.1% | -0.3% | -1.3% |
| 3M | +19.0% | 0.0% | +19.0% | +19.1% |
| 6M | +14.9% | -7.6% | +22.5% | +15.8% |
| YTD | -10.7% | +1.7% | -12.4% | -11.0% |
| 1Y | -1.3% | +1.5% | -2.8% | +1.7% |
| All | -1.3% | +0.8% | -2.1% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling