+120.6%
COST vs PPL
+47.9%
+72.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -0.9% |
| 7D | +4.1% | +0.4% | +3.7% | +3.9% |
| 30D | +12.0% | +5.4% | +6.5% | +10.0% |
| 3M | +11.2% | +4.3% | +6.9% | +9.5% |
| 6M | +6.1% | -1.3% | +7.5% | +6.4% |
| YTD | +22.9% | +4.7% | +18.2% | +20.5% |
| 1Y | +14.7% | +1.3% | +13.5% | +13.8% |
| 3Y | +92.3% | +57.2% | +35.1% | +60.1% |
| All | +120.6% | +47.9% | +72.8% | +90.7% |
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