+5,862.7%
COF vs PPL
+1,711.2%
+4,151.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.8% | +2.7% | -0.8% | +0.4% |
| 30D | -0.6% | +0.5% | -1.0% | -0.9% |
| 3M | +20.3% | +0.7% | +19.6% | +19.4% |
| 6M | +13.0% | -7.6% | +20.6% | +17.1% |
| YTD | -8.3% | +1.8% | -10.2% | -10.1% |
| 1Y | -1.5% | -0.8% | -0.7% | -2.2% |
| 3Y | +122.3% | +56.9% | +65.4% | +67.6% |
| 5Y | +52.5% | +39.5% | +13.0% | +22.4% |
| 10Y | +264.9% | +55.4% | +209.5% | +174.6% |
| All | +5,862.7% | +1,711.2% | +4,151.5% | +1,803.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling