+92.4%
PFG vs COO
-41.6%
+134.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.1% |
| 7D | -0.6% | +4.7% | -5.4% | -2.1% |
| 30D | +2.0% | +13.9% | -11.9% | -2.4% |
| 3M | -3.2% | -14.9% | +11.8% | +1.7% |
| 6M | +10.9% | +2.0% | +8.9% | +8.5% |
| YTD | +28.8% | -23.9% | +52.8% | +40.3% |
| 1Y | +39.2% | -9.6% | +48.8% | +42.0% |
| 3Y | +75.0% | -25.4% | +100.5% | +84.1% |
| All | +92.4% | -41.6% | +134.0% | +116.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling