+94.7%
COF vs PFG
+82.7%
+12.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.4% |
| 7D | -3.4% | +2.4% | -5.7% | -5.3% |
| 30D | +0.4% | +5.9% | -5.5% | -4.6% |
| 3M | -12.5% | -0.4% | -12.1% | -12.9% |
| 6M | +8.3% | +14.8% | -6.5% | -5.1% |
| YTD | -18.6% | +31.9% | -50.5% | -36.7% |
| 1Y | -8.6% | +38.8% | -47.4% | -32.1% |
| 3Y | +94.7% | +82.4% | +12.3% | +13.2% |
| All | +94.7% | +82.7% | +12.0% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 3y: compounded portfolio wealth divided by compounded PFG 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…
3y analysis · Full analysis span regression · 6 months rolling