+653.5%
COST vs PFGC
+409.4%
+244.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.4% |
| 7D | -3.2% | -2.4% | -0.7% | -2.9% |
| 30D | -4.0% | -15.8% | +11.8% | -2.2% |
| 3M | -6.5% | -0.6% | -5.9% | -6.5% |
| 6M | -8.5% | +10.7% | -19.2% | -9.7% |
| YTD | +6.0% | +7.6% | -1.6% | +4.8% |
| 1Y | -5.8% | -7.8% | +2.0% | -5.3% |
| 3Y | +71.8% | +63.7% | +8.1% | +62.0% |
| 5Y | +106.2% | +112.3% | -6.0% | +88.9% |
| 10Y | +602.0% | +286.7% | +315.4% | +505.8% |
| All | +653.5% | +409.4% | +244.0% | +530.7% |
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