+323.1%
COP vs PPL
+65.8%
+257.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.6% | +2.1% |
| 7D | +0.7% | -1.0% | +1.6% | +1.1% |
| 30D | +0.2% | +3.0% | -2.8% | -1.3% |
| 3M | +10.2% | +1.1% | +9.1% | +9.3% |
| 6M | +20.1% | -0.8% | +20.9% | +19.7% |
| YTD | +50.5% | +3.5% | +47.1% | +46.1% |
| 1Y | +56.8% | -0.9% | +57.7% | +55.4% |
| 3Y | +30.3% | +54.2% | -23.9% | -0.2% |
| 5Y | +126.8% | +46.3% | +80.5% | +76.0% |
| All | +323.1% | +65.8% | +257.3% | +202.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling