+254.2%
COF vs PFGC
+403.3%
-149.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.0% |
| 7D | -2.7% | -3.7% | +1.1% | -1.1% |
| 30D | -3.4% | -16.0% | +12.6% | +3.5% |
| 3M | +15.4% | -4.1% | +19.6% | +17.0% |
| 6M | +14.4% | +8.7% | +5.7% | +9.8% |
| YTD | -12.0% | +6.4% | -18.3% | -15.5% |
| 1Y | -3.7% | -8.4% | +4.6% | -2.0% |
| 3Y | +121.1% | +61.8% | +59.3% | +78.6% |
| 5Y | +47.8% | +108.7% | -60.9% | +5.9% |
| 10Y | +250.3% | +298.1% | -47.8% | +107.2% |
| All | +254.2% | +403.3% | -149.1% | +107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling