+45.4%
COF vs PFGC
+105.5%
-60.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.1% |
| 7D | -6.1% | -4.8% | -1.2% | -3.7% |
| 30D | -5.2% | -17.2% | +12.0% | +3.9% |
| 3M | +17.0% | -6.3% | +23.4% | +20.2% |
| 6M | +12.9% | +8.8% | +4.1% | +6.9% |
| YTD | -13.5% | +4.9% | -18.5% | -17.7% |
| 1Y | -5.9% | -9.5% | +3.6% | -3.1% |
| 3Y | +117.1% | +59.6% | +57.5% | +64.6% |
| 5Y | +45.4% | +113.5% | -68.1% | -9.2% |
| All | +45.4% | +105.5% | -60.1% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling