+47.1%
PPL vs COO
-40.4%
+87.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | -0.4% | +0.5% | -0.8% | -0.5% |
| 30D | +2.6% | +14.2% | -11.5% | -0.1% |
| 3M | +0.8% | -18.2% | +19.0% | +4.6% |
| 6M | +1.4% | +5.3% | -3.9% | -0.3% |
| YTD | +4.3% | -23.6% | +27.9% | +9.3% |
| 1Y | +0.8% | -12.7% | +13.4% | +2.4% |
| 3Y | +57.9% | -24.2% | +82.1% | +61.1% |
| All | +47.1% | -40.4% | +87.5% | +56.1% |
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