+69.8%
PFG vs COO
-23.4%
+93.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | -0.1% | -1.1% |
| 7D | +5.5% | -2.2% | +7.7% | +6.3% |
| 30D | +2.4% | -7.0% | +9.4% | +4.5% |
| 3M | +13.6% | +12.2% | +1.4% | +9.1% |
| 6M | +27.9% | -15.1% | +43.0% | +34.0% |
| YTD | +35.6% | -15.1% | +50.6% | +42.0% |
| 1Y | +48.5% | +2.3% | +46.1% | +46.3% |
| All | +69.8% | -23.4% | +93.2% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling