+49.1%
PPL vs COO
-39.4%
+88.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.1% |
| 7D | +1.0% | +5.3% | -4.2% | 0.0% |
| 30D | +6.8% | +12.5% | -5.7% | +4.3% |
| 3M | +3.9% | -15.1% | +19.0% | +6.9% |
| 6M | -2.0% | +3.7% | -5.7% | -3.3% |
| YTD | +5.3% | -22.5% | +27.8% | +10.0% |
| 1Y | +2.2% | -7.8% | +10.0% | +2.7% |
| 3Y | +56.7% | -24.1% | +80.8% | +60.2% |
| 5Y | +49.1% | -40.1% | +89.2% | +57.4% |
| All | +49.1% | -39.4% | +88.5% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling