+336.7%
COP vs PFGC
+351.0%
-14.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.3% |
| 7D | +4.4% | +3.4% | +1.0% | +3.3% |
| 30D | 0.0% | +16.9% | -17.0% | -5.3% |
| 3M | +15.0% | +6.4% | +8.6% | +11.8% |
| 6M | +22.0% | +16.0% | +6.0% | +14.8% |
| YTD | +55.3% | +23.6% | +31.7% | +41.6% |
| 1Y | +64.1% | +16.6% | +47.5% | +52.3% |
| 3Y | +34.1% | +82.3% | -48.2% | +6.3% |
| 5Y | +133.4% | +138.7% | -5.3% | +62.1% |
| All | +336.7% | +351.0% | -14.3% | +153.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling