+542.5%
COF vs PFG
+1,015.3%
-472.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.6% |
| 7D | +1.8% | +5.5% | -3.7% | -1.9% |
| 30D | -0.6% | +2.4% | -2.9% | -2.3% |
| 3M | +20.3% | +13.6% | +6.7% | +9.9% |
| 6M | +13.0% | +27.9% | -14.9% | -4.6% |
| YTD | -8.3% | +35.6% | -43.9% | -25.4% |
| 1Y | -1.5% | +48.5% | -49.9% | -24.7% |
| 3Y | +122.3% | +66.9% | +55.4% | +57.8% |
| 5Y | +52.5% | +111.0% | -58.5% | -6.3% |
| 10Y | +264.9% | +244.5% | +20.4% | +65.4% |
| All | +542.5% | +1,015.3% | -472.8% | +27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling