+197.9%
PFG vs COO
+40.7%
+157.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.5% | +1.5% | +3.0% |
| 7D | +2.3% | +4.3% | -2.0% | +0.5% |
| 30D | +7.6% | +17.6% | -10.0% | +0.3% |
| 3M | +2.5% | -13.9% | +16.4% | +8.4% |
| 6M | +16.6% | +6.6% | +10.1% | +11.1% |
| YTD | +34.1% | -22.0% | +56.1% | +47.1% |
| 1Y | +44.1% | -8.8% | +52.9% | +46.8% |
| 3Y | +86.3% | -21.5% | +107.7% | +94.0% |
| 5Y | +101.6% | -41.0% | +142.6% | +137.9% |
| 10Y | +197.9% | +40.9% | +157.0% | +171.8% |
| All | +197.9% | +40.7% | +157.2% | +171.8% |
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