+83.0%
PL vs COO
-32.3%
+115.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.4% |
| 7D | -9.3% | -2.2% | -7.1% | -8.2% |
| 30D | -18.9% | -7.0% | -11.9% | -15.7% |
| 3M | -58.4% | +12.2% | -70.6% | -62.7% |
| 6M | -30.3% | -15.1% | -15.2% | -24.6% |
| YTD | -8.1% | -15.1% | +7.0% | -0.9% |
| 1Y | +180.5% | +2.3% | +178.2% | +161.0% |
| 3Y | +444.1% | -23.7% | +467.8% | +510.3% |
| 5Y | +83.0% | -38.9% | +122.0% | +119.1% |
| All | +83.0% | -32.3% | +115.3% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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