+189.8%
PFG vs COO
+41.7%
+148.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -2.2% | -2.3% | +0.1% | -1.2% |
| 30D | +6.4% | +13.3% | -6.9% | +0.7% |
| 3M | +2.2% | -18.1% | +20.3% | +10.5% |
| 6M | +16.3% | +6.7% | +9.6% | +10.7% |
| YTD | +33.2% | -23.2% | +56.5% | +47.2% |
| 1Y | +40.6% | -12.3% | +52.9% | +45.8% |
| 3Y | +83.3% | -23.6% | +106.9% | +93.4% |
| 5Y | +97.7% | -38.7% | +136.4% | +128.6% |
| All | +189.8% | +41.7% | +148.1% | +163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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