+20.8%
COP vs PFG
+71.3%
-50.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.1% |
| 7D | -0.8% | +6.0% | -6.8% | -3.2% |
| 30D | +15.6% | +2.2% | +13.4% | +14.4% |
| 3M | +14.3% | +10.4% | +4.0% | +9.4% |
| 6M | +17.0% | +27.8% | -10.8% | +4.4% |
| YTD | +47.4% | +33.6% | +13.8% | +28.1% |
| 1Y | +52.4% | +49.3% | +3.1% | +24.6% |
| 3Y | +20.8% | +69.7% | -48.9% | -8.3% |
| All | +20.8% | +71.3% | -50.5% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling