+817.1%
COST vs PFGC
+485.1%
+332.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.2% |
| 7D | +5.0% | +3.4% | +1.6% | +4.6% |
| 30D | +12.8% | +16.9% | -4.1% | +10.8% |
| 3M | +15.2% | +6.4% | +8.8% | +14.2% |
| 6M | +7.4% | +16.0% | -8.6% | +5.4% |
| YTD | +29.0% | +23.6% | +5.4% | +25.5% |
| 1Y | +20.3% | +16.6% | +3.7% | +17.7% |
| 3Y | +99.0% | +82.3% | +16.7% | +85.2% |
| 5Y | +125.7% | +138.7% | -13.0% | +103.8% |
| 10Y | +775.3% | +352.8% | +422.5% | +642.0% |
| All | +817.1% | +485.1% | +332.0% | +655.3% |
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