+58.5%
COP vs PFGC
+11.2%
+47.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.7% |
| 7D | -6.1% | +15.0% | -21.1% | -3.0% |
| 30D | +1.1% | +17.0% | -15.9% | +4.8% |
| 3M | +10.9% | -2.5% | +13.4% | +12.5% |
| 6M | +20.8% | +19.2% | +1.6% | +25.9% |
| YTD | +48.0% | +23.4% | +24.6% | +52.7% |
| 1Y | +58.5% | +13.9% | +44.7% | +64.0% |
| All | +58.5% | +11.2% | +47.3% | +64.0% |
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