+314.1%
COPX vs PFGC
+351.0%
-36.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.8% |
| 7D | -2.8% | +3.4% | -6.2% | -3.6% |
| 30D | -14.3% | +16.9% | -31.3% | -17.8% |
| 3M | -19.0% | +6.4% | -25.5% | -20.5% |
| 6M | -24.4% | +16.0% | -40.4% | -27.7% |
| YTD | -3.2% | +23.6% | -26.9% | -9.0% |
| 1Y | +15.2% | +16.6% | -1.5% | +9.8% |
| 3Y | +127.6% | +82.3% | +45.4% | +92.1% |
| 5Y | +106.0% | +138.7% | -32.7% | +60.1% |
| All | +314.1% | +351.0% | -36.9% | +192.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling