+240.3%
PFG vs COO
+43.7%
+196.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.2% |
| 7D | +6.0% | -2.3% | +8.3% | +7.1% |
| 30D | +2.2% | -8.8% | +11.0% | +6.4% |
| 3M | +10.4% | +1.3% | +9.0% | +9.1% |
| 6M | +27.8% | -11.6% | +39.4% | +34.0% |
| YTD | +33.6% | -17.4% | +51.1% | +44.4% |
| 1Y | +49.3% | -1.6% | +50.9% | +47.9% |
| 3Y | +69.7% | -22.6% | +92.4% | +80.5% |
| 5Y | +111.3% | -40.3% | +151.7% | +151.7% |
| 10Y | +240.3% | +45.2% | +195.1% | +206.3% |
| All | +240.3% | +43.7% | +196.6% | +206.3% |
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