+100.5%
COF vs PPL
+56.0%
+44.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -1.5% | +0.4% | -1.9% | -1.5% |
| 30D | +3.0% | +5.4% | -2.4% | +2.0% |
| 3M | -7.9% | +4.3% | -12.2% | -8.7% |
| 6M | +5.2% | -1.3% | +6.5% | +5.4% |
| YTD | -15.7% | +4.7% | -20.4% | -16.8% |
| 1Y | -5.5% | +1.3% | -6.7% | -5.9% |
| 3Y | +100.5% | +57.2% | +43.3% | +78.7% |
| All | +100.5% | +56.0% | +44.5% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling