+1,307.3%
COP vs PFG
+1,015.3%
+292.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.5% |
| 7D | +3.0% | +5.5% | -2.5% | +0.8% |
| 30D | +17.5% | +2.4% | +15.1% | +16.2% |
| 3M | +13.4% | +13.6% | -0.2% | +7.6% |
| 6M | +17.7% | +27.9% | -10.1% | +6.4% |
| YTD | +46.6% | +35.6% | +11.0% | +29.3% |
| 1Y | +44.6% | +48.5% | -3.9% | +23.0% |
| 3Y | +20.7% | +66.9% | -46.2% | -2.4% |
| 5Y | +185.0% | +111.0% | +74.1% | +109.1% |
| 10Y | +347.0% | +244.5% | +102.5% | +176.8% |
| All | +1,307.3% | +1,015.3% | +292.0% | +477.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling