+107.7%
COST vs PPG
-24.1%
+131.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.2% |
| 7D | -1.2% | -6.2% | +5.0% | +0.3% |
| 30D | -4.7% | -7.9% | +3.2% | -2.8% |
| 3M | -7.1% | -10.2% | +3.1% | -5.0% |
| 6M | -8.5% | +2.7% | -11.2% | -10.3% |
| YTD | +5.4% | +4.9% | +0.5% | +2.3% |
| 1Y | -5.6% | -3.2% | -2.4% | -6.3% |
| 3Y | +68.5% | -17.0% | +85.5% | +72.6% |
| All | +107.7% | -24.1% | +131.8% | +112.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling