+346.1%
COP vs PPL
+54.8%
+291.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +3.0% | +2.7% | +0.3% | +1.7% |
| 30D | +17.5% | +0.5% | +17.0% | +17.1% |
| 3M | +13.4% | +0.7% | +12.7% | +12.5% |
| 6M | +17.7% | -7.6% | +25.3% | +21.6% |
| YTD | +46.6% | +1.8% | +44.8% | +43.8% |
| 1Y | +44.6% | -0.8% | +45.4% | +43.3% |
| 3Y | +20.7% | +56.9% | -36.2% | -8.3% |
| 5Y | +185.0% | +39.5% | +145.5% | +128.1% |
| All | +346.1% | +54.8% | +291.3% | +222.3% |
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