+304.7%
COP vs PFGC
+485.3%
-180.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +0.7% | +1.5% | -0.8% | +0.2% |
| 30D | +0.2% | +17.4% | -17.2% | -5.2% |
| 3M | +10.2% | -2.4% | +12.6% | +10.0% |
| 6M | +20.1% | +18.2% | +1.9% | +12.5% |
| YTD | +50.5% | +23.7% | +26.8% | +37.3% |
| 1Y | +56.8% | +15.0% | +41.8% | +46.3% |
| 3Y | +30.3% | +82.3% | -52.1% | +3.6% |
| 5Y | +126.8% | +131.9% | -5.1% | +59.9% |
| 10Y | +325.0% | +353.0% | -28.0% | +133.3% |
| All | +304.7% | +485.3% | -180.6% | +100.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling