+242.0%
COF vs PFGC
+292.9%
-50.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -5.1% | -4.8% | -0.4% | -3.2% |
| 30D | -6.0% | -12.5% | +6.5% | -0.7% |
| 3M | +14.8% | -9.7% | +24.6% | +19.4% |
| 6M | +15.3% | +7.0% | +8.3% | +11.3% |
| YTD | -13.0% | +4.5% | -17.5% | -16.0% |
| 1Y | -5.7% | -11.6% | +5.9% | -2.5% |
| 3Y | +118.1% | +58.5% | +59.6% | +76.3% |
| 5Y | +46.2% | +112.6% | -66.4% | +2.7% |
| All | +242.0% | +292.9% | -50.9% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling