+94.7%
COF vs PPL
+55.5%
+39.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | -3.4% | -0.4% | -3.0% | -3.3% |
| 30D | +0.4% | +2.6% | -2.3% | -0.1% |
| 3M | -12.5% | +0.8% | -13.3% | -12.7% |
| 6M | +8.3% | +1.4% | +6.9% | +7.9% |
| YTD | -18.6% | +4.3% | -22.9% | -19.6% |
| 1Y | -8.6% | +0.8% | -9.4% | -9.0% |
| 3Y | +94.7% | +57.9% | +36.8% | +72.7% |
| All | +94.7% | +55.5% | +39.1% | +72.7% |
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