+602.0%
COST vs PPL
+55.2%
+546.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -3.2% | +1.8% | -4.9% | -3.6% |
| 30D | -4.0% | -1.1% | -2.9% | -3.7% |
| 3M | -6.5% | 0.0% | -6.5% | -6.5% |
| 6M | -8.5% | -7.6% | -0.9% | -6.7% |
| YTD | +6.0% | +1.7% | +4.3% | +5.3% |
| 1Y | -5.8% | +1.5% | -7.3% | -6.5% |
| 3Y | +71.8% | +55.3% | +16.6% | +51.3% |
| 5Y | +106.2% | +37.7% | +68.5% | +87.0% |
| 10Y | +602.0% | +54.0% | +548.1% | +504.8% |
| All | +602.0% | +55.2% | +546.9% | +504.8% |
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