+34.3%
COF vs PCG
+6.9%
+27.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -5.0% | -2.0% | -3.1% | -4.4% |
| 30D | -2.3% | -2.7% | +0.4% | -1.4% |
| 3M | -12.7% | -25.1% | +12.4% | -5.3% |
| 6M | +6.2% | -22.3% | +28.5% | +12.9% |
| YTD | -19.2% | -18.5% | -0.7% | -16.3% |
| 1Y | -11.5% | -21.8% | +10.3% | -6.8% |
| 3Y | +92.8% | -21.0% | +113.8% | +96.4% |
| 5Y | +34.3% | +8.1% | +26.2% | +8.7% |
| All | +34.3% | +6.9% | +27.4% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling