+191.7%
COP vs PFGC
+110.5%
+81.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +0.9% |
| 7D | -0.8% | -2.4% | +1.6% | -0.4% |
| 30D | +15.6% | -15.8% | +31.3% | +19.2% |
| 3M | +14.3% | -0.6% | +14.9% | +14.0% |
| 6M | +17.0% | +10.7% | +6.3% | +13.6% |
| YTD | +47.4% | +7.6% | +39.8% | +43.5% |
| 1Y | +52.4% | -7.8% | +60.2% | +53.7% |
| 3Y | +20.8% | +63.7% | -42.9% | +6.7% |
| 5Y | +191.7% | +112.3% | +79.4% | +137.1% |
| All | +191.7% | +110.5% | +81.2% | +137.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling