+338.5%
COP vs PPG
+26.9%
+311.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +2.3% | -6.2% | +8.5% | +5.1% |
| 30D | +8.6% | -7.9% | +16.6% | +12.3% |
| 3M | +19.9% | -10.2% | +30.1% | +23.9% |
| 6M | +19.0% | +2.7% | +16.4% | +13.2% |
| YTD | +50.0% | +4.9% | +45.1% | +40.2% |
| 1Y | +50.5% | -3.2% | +53.7% | +45.8% |
| 3Y | +25.2% | -17.0% | +42.2% | +27.6% |
| 5Y | +194.3% | -23.3% | +217.6% | +200.3% |
| All | +338.5% | +26.9% | +311.6% | +207.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling