+813.9%
COPX vs PFGC
+409.4%
+404.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.9% | +6.0% | +4.6% |
| 7D | +5.8% | -2.4% | +8.2% | +6.4% |
| 30D | +7.2% | -15.8% | +23.0% | +11.8% |
| 3M | +16.5% | -0.6% | +17.1% | +16.3% |
| 6M | +18.4% | +10.7% | +7.8% | +15.0% |
| YTD | +31.9% | +7.6% | +24.3% | +28.8% |
| 1Y | +88.5% | -7.8% | +96.3% | +90.8% |
| 3Y | +173.1% | +63.7% | +109.4% | +137.5% |
| 5Y | +193.1% | +112.3% | +80.8% | +134.8% |
| 10Y | +591.7% | +286.7% | +305.0% | +380.6% |
| All | +813.9% | +409.4% | +404.5% | +491.2% |
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