+758.4%
COST vs PPL
+62.1%
+696.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +2.5% | -1.2% | +3.7% | +2.8% |
| 30D | +12.8% | +4.2% | +8.5% | +11.5% |
| 3M | +12.7% | +1.5% | +11.1% | +12.1% |
| 6M | +6.0% | +1.0% | +5.0% | +5.6% |
| YTD | +24.4% | +4.4% | +20.0% | +22.6% |
| 1Y | +16.2% | +0.8% | +15.5% | +15.6% |
| 3Y | +96.9% | +56.5% | +40.4% | +73.1% |
| 5Y | +121.1% | +47.7% | +73.5% | +97.0% |
| 10Y | +758.4% | +64.4% | +694.0% | +623.3% |
| All | +758.4% | +62.1% | +696.3% | +623.3% |
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