+173.6%
COF vs PCG
-76.5%
+250.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | -5.0% | -2.0% | -3.1% | -4.8% |
| 30D | -2.3% | -2.7% | +0.4% | -1.9% |
| 3M | -12.7% | -25.1% | +12.4% | -9.8% |
| 6M | +6.2% | -22.3% | +28.5% | +9.0% |
| YTD | -19.2% | -18.5% | -0.7% | -17.7% |
| 1Y | -11.5% | -21.8% | +10.3% | -9.4% |
| 3Y | +92.8% | -21.0% | +113.8% | +96.3% |
| 5Y | +34.3% | +8.1% | +26.2% | +31.3% |
| All | +173.6% | -76.5% | +250.1% | +182.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling