-11.5%
COF vs PCG
-20.7%
+9.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.8% |
| 7D | -5.0% | -2.0% | -3.1% | -5.0% |
| 30D | -2.3% | -2.7% | +0.4% | -2.2% |
| 3M | -12.7% | -25.1% | +12.4% | -12.2% |
| 6M | +6.2% | -22.3% | +28.5% | +6.8% |
| YTD | -19.2% | -18.5% | -0.7% | -19.8% |
| 1Y | -11.5% | -21.8% | +10.3% | -11.1% |
| All | -11.5% | -20.7% | +9.2% | -11.1% |
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