+60.7%
COP vs PPG
+38.5%
+22.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.0% | -10.1% | -3.5% |
| 7D | -8.1% | +7.5% | -15.6% | -5.6% |
| 30D | +6.7% | +20.9% | -14.2% | +13.8% |
| 3M | +16.9% | +8.7% | +8.2% | +20.9% |
| 6M | +11.2% | +23.8% | -12.7% | +18.7% |
| YTD | +49.5% | +26.5% | +23.0% | +54.9% |
| 1Y | +60.7% | +37.6% | +23.1% | +66.5% |
| All | +60.7% | +38.5% | +22.2% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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