+242.0%
COF vs PGR
+825.1%
-583.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | -5.1% | -0.6% | -4.5% | -4.9% |
| 30D | -6.0% | +4.9% | -11.0% | -8.2% |
| 3M | +14.8% | +7.6% | +7.2% | +9.7% |
| 6M | +15.3% | +8.3% | +7.1% | +9.5% |
| YTD | -13.0% | +1.7% | -14.8% | -15.3% |
| 1Y | -5.7% | -6.8% | +1.1% | -4.5% |
| 3Y | +118.1% | +73.4% | +44.7% | +53.1% |
| 5Y | +46.2% | +161.2% | -115.0% | -23.2% |
| All | +242.0% | +825.1% | -583.1% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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