+39.4%
PPL vs COO
-38.8%
+78.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | +2.7% | -2.2% | +4.9% | +3.1% |
| 30D | +0.5% | -7.0% | +7.5% | +1.9% |
| 3M | +0.7% | +12.2% | -11.5% | -1.9% |
| 6M | -7.6% | -15.1% | +7.5% | -4.7% |
| YTD | +1.8% | -15.1% | +16.9% | +4.9% |
| 1Y | -0.8% | +2.3% | -3.1% | -2.2% |
| 3Y | +56.9% | -23.7% | +80.5% | +62.1% |
| All | +39.4% | -38.8% | +78.2% | +45.0% |
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