+28.7%
COP vs PFGC
+84.2%
-55.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.0% | -5.3% | -1.7% |
| 7D | -8.4% | +10.8% | -19.3% | -9.4% |
| 30D | +0.3% | +17.8% | -17.5% | -1.7% |
| 3M | +15.1% | -2.7% | +17.8% | +16.5% |
| 6M | +19.8% | +20.0% | -0.3% | +15.9% |
| YTD | +46.8% | +24.3% | +22.5% | +39.5% |
| 1Y | +59.7% | +13.2% | +46.5% | +56.6% |
| 3Y | +28.7% | +85.9% | -57.2% | +3.4% |
| All | +28.7% | +84.2% | -55.5% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling