+43.1%
COF vs PFG
+111.0%
-67.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.3% |
| 7D | -5.1% | -0.4% | -4.7% | -4.8% |
| 30D | -6.0% | +2.9% | -8.9% | -8.6% |
| 3M | +14.8% | +6.7% | +8.1% | +7.8% |
| 6M | +15.3% | +33.8% | -18.4% | -11.6% |
| YTD | -13.0% | +35.0% | -48.0% | -33.8% |
| 1Y | -5.7% | +46.4% | -52.1% | -33.4% |
| 3Y | +118.1% | +71.7% | +46.5% | +32.2% |
| All | +43.1% | +111.0% | -67.8% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling