+44.6%
COP vs PFGC
-5.1%
+49.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | +3.0% | -2.2% | +5.2% | +2.8% |
| 30D | +17.5% | -11.9% | +29.4% | +15.9% |
| 3M | +13.4% | +5.0% | +8.4% | +13.8% |
| 6M | +17.7% | +8.6% | +9.1% | +19.4% |
| YTD | +46.6% | +9.7% | +36.9% | +46.5% |
| 1Y | +44.6% | -6.3% | +50.9% | +47.0% |
| All | +44.6% | -5.1% | +49.7% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling