+1.3%
PPL vs COO
-9.4%
+10.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | -0.4% |
| 7D | +0.4% | +4.7% | -4.3% | -0.1% |
| 30D | +5.4% | +13.9% | -8.5% | +4.1% |
| 3M | +4.3% | -14.9% | +19.2% | +6.3% |
| 6M | -1.3% | +2.0% | -3.4% | -1.2% |
| YTD | +4.7% | -23.9% | +28.6% | +6.0% |
| 1Y | +1.3% | -9.6% | +10.9% | -0.7% |
| All | +1.3% | -9.4% | +10.6% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling