+64.1%
COP vs PFGC
+15.6%
+48.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.8% |
| 7D | +4.4% | +3.4% | +1.0% | +5.2% |
| 30D | 0.0% | +16.9% | -17.0% | +3.6% |
| 3M | +15.0% | +6.4% | +8.6% | +18.1% |
| 6M | +22.0% | +16.0% | +6.0% | +26.8% |
| YTD | +55.3% | +23.6% | +31.7% | +60.0% |
| 1Y | +64.1% | +16.6% | +47.5% | +70.7% |
| All | +64.1% | +15.6% | +48.5% | +70.7% |
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