+71.5%
COPX vs PFGC
-10.1%
+81.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -2.3% | -4.8% | +2.4% | -1.0% |
| 30D | +0.3% | -12.5% | +12.8% | +4.1% |
| 3M | +6.8% | -9.7% | +16.5% | +9.0% |
| 6M | +7.9% | +7.0% | +0.9% | +2.3% |
| YTD | +23.7% | +4.5% | +19.3% | +20.6% |
| 1Y | +71.5% | -11.6% | +83.1% | +62.5% |
| All | +71.5% | -10.1% | +81.6% | +62.5% |
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