+1,321.3%
COP vs PFG
+1,008.7%
+312.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -6.1% | +3.0% | -9.1% | -7.3% |
| 30D | +1.1% | +8.2% | -7.0% | -2.1% |
| 3M | +10.9% | +2.7% | +8.3% | +9.2% |
| 6M | +20.8% | +17.2% | +3.5% | +12.8% |
| YTD | +48.0% | +34.8% | +13.3% | +30.4% |
| 1Y | +58.5% | +43.6% | +15.0% | +36.4% |
| 3Y | +28.1% | +85.4% | -57.3% | -0.6% |
| 5Y | +120.5% | +102.2% | +18.3% | +63.6% |
| 10Y | +310.1% | +190.2% | +119.9% | +166.6% |
| All | +1,321.3% | +1,008.7% | +312.6% | +482.7% |
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 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