+5,292.0%
COF vs PPL
+1,757.0%
+3,535.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.5% |
| 7D | -5.8% | -1.2% | -4.6% | -5.2% |
| 30D | -0.3% | +4.2% | -4.6% | -2.6% |
| 3M | -8.5% | +1.5% | -10.0% | -9.4% |
| 6M | +5.6% | +1.0% | +4.6% | +4.4% |
| YTD | -17.1% | +4.4% | -21.5% | -19.9% |
| 1Y | -7.4% | +0.8% | -8.2% | -9.0% |
| 3Y | +99.1% | +56.5% | +42.6% | +50.8% |
| 5Y | +39.5% | +47.7% | -8.1% | +8.5% |
| 10Y | +208.1% | +64.4% | +143.7% | +125.7% |
| All | +5,292.0% | +1,757.0% | +3,535.0% | +1,596.1% |
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