+2,735.9%
PPG vs COO
+5,988.7%
-3,252.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.7% |
| 7D | -1.5% | -2.2% | +0.7% | -1.3% |
| 30D | -5.0% | -7.0% | +2.1% | -4.4% |
| 3M | +1.1% | +12.2% | -11.1% | +0.1% |
| 6M | -3.2% | -15.1% | +11.9% | -1.8% |
| YTD | +11.9% | -15.1% | +27.0% | +13.4% |
| 1Y | +5.3% | +2.3% | +3.0% | +5.1% |
| 3Y | -15.0% | -23.7% | +8.7% | -13.4% |
| 5Y | -19.6% | -38.9% | +19.3% | -16.8% |
| 10Y | +27.0% | +49.9% | -22.9% | +23.7% |
| All | +2,735.9% | +5,988.7% | -3,252.8% | +2,427.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling