+760.1%
COST vs PPL
+67.2%
+693.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.9% |
| 7D | +5.0% | -0.4% | +5.4% | +5.1% |
| 30D | +12.8% | +2.6% | +10.2% | +12.0% |
| 3M | +15.2% | +0.8% | +14.4% | +14.9% |
| 6M | +7.4% | +1.4% | +6.0% | +6.9% |
| YTD | +29.0% | +4.3% | +24.7% | +27.3% |
| 1Y | +20.3% | +0.8% | +19.5% | +19.7% |
| 3Y | +99.0% | +57.9% | +41.1% | +74.4% |
| 5Y | +125.7% | +48.3% | +77.4% | +100.8% |
| All | +760.1% | +67.2% | +693.0% | +618.4% |
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