These particular columns were built with a pressure treated 6x6 inside for structural purposes, then strapped to the appropriate size. We clad them in a smooth faced 3/4" thick pvc product called Miratec. The cap and base trim are done out of pine and are painted. There is another product that you can use called Versatec that has pre-made column wraps. The columns above are 12x12 however, Versatec's columns only come in 4x4, 6x6 and 8x8.

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