+3,007.0%
PPG vs COO
+5,381.5%
-2,374.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.1% |
| 7D | +0.7% | +0.5% | +0.3% | +0.7% |
| 30D | +17.6% | +14.2% | +3.4% | +16.2% |
| 3M | +7.5% | -18.2% | +25.7% | +9.2% |
| 6M | +17.6% | +5.3% | +12.3% | +16.9% |
| YTD | +22.6% | -23.6% | +46.1% | +25.3% |
| 1Y | +28.0% | -12.7% | +40.7% | +29.4% |
| 3Y | +1.8% | -24.2% | +26.0% | +3.7% |
| 5Y | -15.5% | -40.0% | +24.5% | -12.4% |
| 10Y | +54.9% | +41.6% | +13.3% | +51.7% |
| All | +3,007.0% | +5,381.5% | -2,374.5% | +2,691.7% |
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