+186.4%
COP vs PFG
+110.8%
+75.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.4% |
| 7D | +3.0% | +5.5% | -2.5% | +0.3% |
| 30D | +17.5% | +2.4% | +15.1% | +16.0% |
| 3M | +13.4% | +13.6% | -0.2% | +6.3% |
| 6M | +17.7% | +27.9% | -10.1% | +3.7% |
| YTD | +46.6% | +35.6% | +11.0% | +24.8% |
| 1Y | +44.6% | +48.5% | -3.9% | +17.1% |
| 3Y | +20.7% | +66.9% | -46.2% | -9.3% |
| All | +186.4% | +110.8% | +75.5% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling