+320.3%
COP vs PPL
+62.0%
+258.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | -11.5% | +0.4% | -12.0% | -11.7% |
| 30D | +5.0% | +5.4% | -0.5% | +2.2% |
| 3M | +17.5% | +4.3% | +13.2% | +14.7% |
| 6M | +16.2% | -1.3% | +17.6% | +16.2% |
| YTD | +48.8% | +4.7% | +44.1% | +43.7% |
| 1Y | +64.1% | +1.3% | +62.8% | +60.9% |
| 3Y | +25.7% | +57.2% | -31.6% | -4.6% |
| 5Y | +114.4% | +48.2% | +66.1% | +65.6% |
| All | +320.3% | +62.0% | +258.2% | +193.0% |
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