-5.1%
COF vs PCG
-14.1%
+9.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.2% |
| 7D | +0.7% | +1.9% | -1.2% | +0.7% |
| 30D | +5.7% | +8.5% | -2.8% | +5.6% |
| 3M | -6.7% | -22.9% | +16.2% | -6.2% |
| 6M | +9.5% | -16.8% | +26.2% | +9.5% |
| YTD | -13.9% | -15.8% | +1.9% | -14.6% |
| 1Y | -5.1% | -16.0% | +10.9% | -5.8% |
| All | -5.1% | -14.1% | +9.0% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling