+168.1%
COPX vs PFGC
+61.7%
+106.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.3% |
| 7D | +6.0% | -3.7% | +9.7% | +7.2% |
| 30D | +6.4% | -16.0% | +22.4% | +12.3% |
| 3M | +19.3% | -4.1% | +23.4% | +20.0% |
| 6M | +16.2% | +8.7% | +7.5% | +11.5% |
| YTD | +33.2% | +6.4% | +26.8% | +28.7% |
| 1Y | +90.2% | -8.4% | +98.6% | +91.7% |
| All | +168.1% | +61.7% | +106.4% | +118.0% |
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 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