+606.1%
COST vs PFGC
+292.9%
+313.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | -1.2% | -4.8% | +3.6% | -0.7% |
| 30D | -4.7% | -12.5% | +7.8% | -3.3% |
| 3M | -7.1% | -9.7% | +2.6% | -6.1% |
| 6M | -8.5% | +7.0% | -15.6% | -9.4% |
| YTD | +5.4% | +4.5% | +0.9% | +4.5% |
| 1Y | -5.6% | -11.6% | +6.0% | -4.7% |
| 3Y | +68.5% | +58.5% | +10.0% | +59.5% |
| 5Y | +105.2% | +112.6% | -7.3% | +88.3% |
| All | +606.1% | +292.9% | +313.2% | +508.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling