+2,164.3%
PPL vs COO
+5,456.7%
-3,292.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.9% |
| 7D | +1.0% | +5.3% | -4.2% | +0.8% |
| 30D | +6.8% | +12.5% | -5.7% | +6.2% |
| 3M | +3.9% | -15.1% | +19.0% | +4.6% |
| 6M | -2.0% | +3.7% | -5.7% | -2.3% |
| YTD | +5.3% | -22.5% | +27.8% | +6.4% |
| 1Y | +2.2% | -7.8% | +10.0% | +2.4% |
| 3Y | +56.7% | -24.1% | +80.8% | +58.0% |
| 5Y | +49.1% | -40.1% | +89.2% | +51.6% |
| 10Y | +63.6% | +44.7% | +19.0% | +60.6% |
| All | +2,164.3% | +5,456.7% | -3,292.5% | +1,952.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling