+193.6%
COP vs PPG
-24.6%
+218.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.3% | +0.6% |
| 7D | +1.0% | -5.1% | +6.1% | +1.6% |
| 30D | +9.6% | -9.6% | +19.1% | +10.9% |
| 3M | +15.0% | -6.4% | +21.5% | +15.3% |
| 6M | +21.8% | +0.5% | +21.2% | +19.6% |
| YTD | +49.6% | +4.4% | +45.2% | +45.2% |
| 1Y | +49.9% | -0.9% | +50.8% | +47.0% |
| 3Y | +22.6% | -17.0% | +39.6% | +22.3% |
| 5Y | +193.6% | -23.7% | +217.3% | +199.3% |
| All | +193.6% | -24.6% | +218.2% | +199.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling