+66.8%
PPL vs COO
+38.3%
+28.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.2% |
| 7D | 0.0% | +4.5% | -4.5% | -1.2% |
| 30D | +4.3% | +16.9% | -12.6% | -0.1% |
| 3M | +2.9% | -16.7% | +19.6% | +7.5% |
| 6M | +1.1% | +5.9% | -4.8% | -1.5% |
| YTD | +4.5% | -22.4% | +26.9% | +10.7% |
| 1Y | +0.1% | -10.1% | +10.2% | +1.5% |
| 3Y | +55.7% | -22.8% | +78.5% | +59.7% |
| 5Y | +47.6% | -41.4% | +89.0% | +63.1% |
| 10Y | +66.8% | +41.3% | +25.6% | +44.7% |
| All | +66.8% | +38.3% | +28.5% | +44.7% |
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 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