+118.1%
COF vs PFGC
+58.8%
+59.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -5.1% | -4.8% | -0.4% | -2.9% |
| 30D | -6.0% | -12.5% | +6.5% | 0.0% |
| 3M | +14.8% | -9.7% | +24.6% | +19.8% |
| 6M | +15.3% | +7.0% | +8.3% | +10.0% |
| YTD | -13.0% | +4.5% | -17.5% | -17.4% |
| 1Y | -5.7% | -11.6% | +5.9% | -0.8% |
| 3Y | +118.1% | +58.5% | +59.6% | +69.7% |
| All | +118.1% | +58.8% | +59.3% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling