+49.3%
COP vs PFG
+48.0%
+1.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.1% |
| 7D | -0.5% | +3.2% | -3.7% | -0.4% |
| 30D | +11.7% | +0.9% | +10.8% | +11.8% |
| 3M | +17.7% | +7.7% | +10.0% | +17.7% |
| 6M | +18.3% | +29.0% | -10.6% | +16.9% |
| YTD | +49.1% | +32.5% | +16.6% | +45.3% |
| All | +49.3% | +48.0% | +1.3% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling