+54.5%
PPG vs COO
+41.1%
+13.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.2% |
| 7D | +0.7% | +0.5% | +0.3% | +0.5% |
| 30D | +17.6% | +14.2% | +3.4% | +10.9% |
| 3M | +7.5% | -18.2% | +25.7% | +16.5% |
| 6M | +17.6% | +5.3% | +12.3% | +13.4% |
| YTD | +22.6% | -23.6% | +46.1% | +36.5% |
| 1Y | +28.0% | -12.7% | +40.7% | +34.1% |
| 3Y | +1.8% | -24.2% | +26.0% | +9.3% |
| 5Y | -15.5% | -40.0% | +24.5% | -1.2% |
| All | +54.5% | +41.1% | +13.4% | +30.4% |
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