+110.7%
COP vs PPL
+48.1%
+62.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -8.4% | -1.2% | -7.2% | -8.1% |
| 30D | +0.3% | +4.2% | -4.0% | -0.9% |
| 3M | +15.1% | +1.5% | +13.6% | +14.5% |
| 6M | +19.8% | +1.0% | +18.7% | +19.0% |
| YTD | +46.8% | +4.4% | +42.4% | +43.8% |
| 1Y | +59.7% | +0.8% | +59.0% | +58.3% |
| 3Y | +28.7% | +56.5% | -27.8% | +6.6% |
| 5Y | +110.7% | +47.7% | +63.0% | +75.5% |
| All | +110.7% | +48.1% | +62.6% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling