+3,396.1%
COST vs PFG
+1,015.3%
+2,380.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | -3.1% | +5.5% | -8.7% | -4.2% |
| 30D | -2.8% | +2.4% | -5.2% | -3.3% |
| 3M | -5.7% | +13.6% | -19.3% | -8.1% |
| 6M | -8.8% | +27.9% | -36.6% | -13.3% |
| YTD | +6.7% | +35.6% | -28.9% | 0.0% |
| 1Y | -3.6% | +48.5% | -52.1% | -11.4% |
| 3Y | +75.1% | +66.9% | +8.2% | +55.9% |
| 5Y | +108.9% | +111.0% | -2.0% | +75.9% |
| 10Y | +586.2% | +244.5% | +341.7% | +396.0% |
| All | +3,396.1% | +1,015.3% | +2,380.8% | +1,529.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling