+113.0%
COP vs PFG
+91.4%
+21.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.3% |
| 7D | -11.5% | -0.6% | -10.9% | -11.5% |
| 30D | +5.0% | +2.0% | +2.9% | +3.7% |
| 3M | +17.5% | -3.2% | +20.7% | +18.4% |
| 6M | +16.2% | +10.9% | +5.3% | +9.7% |
| YTD | +48.8% | +28.8% | +19.9% | +29.5% |
| 1Y | +64.1% | +39.2% | +24.9% | +37.3% |
| 3Y | +25.7% | +75.0% | -49.4% | -7.6% |
| All | +113.0% | +91.4% | +21.6% | +40.7% |
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