+23.5%
PPG vs COO
+17.5%
+6.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -14.7% | +12.7% | +4.4% |
| 7D | -5.1% | -23.3% | +18.2% | +5.9% |
| 30D | -9.6% | -29.5% | +19.9% | +4.7% |
| 3M | -6.4% | -20.0% | +13.5% | +2.2% |
| 6M | +0.5% | -27.2% | +27.7% | +14.4% |
| YTD | +4.4% | -33.9% | +38.3% | +24.0% |
| 1Y | -0.9% | -19.9% | +19.0% | +7.8% |
| 3Y | -17.0% | -38.1% | +21.1% | -2.4% |
| 5Y | -23.7% | -52.0% | +28.3% | -1.8% |
| All | +23.5% | +17.5% | +6.0% | +14.3% |
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