+606.1%
COST vs PFG
+251.1%
+355.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | +0.1% |
| 7D | -1.2% | -0.4% | -0.8% | -1.1% |
| 30D | -4.7% | +2.9% | -7.6% | -5.3% |
| 3M | -7.1% | +6.7% | -13.8% | -8.3% |
| 6M | -8.5% | +33.8% | -42.3% | -13.6% |
| YTD | +5.4% | +35.0% | -29.6% | -0.7% |
| 1Y | -5.6% | +46.4% | -52.0% | -12.6% |
| 3Y | +68.5% | +71.6% | -3.2% | +49.9% |
| 5Y | +105.2% | +113.7% | -8.4% | +74.7% |
| All | +606.1% | +251.1% | +355.0% | +432.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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