+4,518.6%
COP vs PPG
+2,691.0%
+1,827.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.6% |
| 7D | -0.8% | 0.0% | -0.9% | -0.9% |
| 30D | +15.6% | -7.8% | +23.4% | +19.3% |
| 3M | +14.3% | -2.2% | +16.5% | +13.8% |
| 6M | +17.0% | +4.1% | +12.8% | +11.5% |
| YTD | +47.4% | +9.1% | +38.4% | +37.1% |
| 1Y | +52.4% | +1.0% | +51.5% | +45.9% |
| 3Y | +20.8% | -13.3% | +34.1% | +21.0% |
| 5Y | +191.7% | -19.2% | +210.9% | +189.8% |
| 10Y | +325.1% | +25.9% | +299.2% | +243.9% |
| All | +4,518.6% | +2,691.0% | +1,827.6% | +1,357.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling