+240.0%
COF vs PCG
-75.6%
+315.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.6% |
| 7D | -6.1% | +0.5% | -6.6% | -6.2% |
| 30D | -5.2% | -18.9% | +13.7% | -3.0% |
| 3M | +17.0% | -15.8% | +32.9% | +19.0% |
| 6M | +12.9% | -22.6% | +35.5% | +15.9% |
| YTD | -13.5% | -12.2% | -1.4% | -12.8% |
| 1Y | -5.9% | -7.1% | +1.2% | -5.8% |
| 3Y | +117.1% | -15.8% | +133.0% | +119.2% |
| 5Y | +45.4% | +53.3% | -7.9% | +36.8% |
| All | +240.0% | -75.6% | +315.6% | +229.2% |
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