+934.9%
PFG vs COO
+882.6%
+52.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.8% |
| 7D | -0.6% | +4.7% | -5.4% | -2.8% |
| 30D | +2.0% | +13.9% | -11.9% | -4.1% |
| 3M | -3.2% | -14.9% | +11.8% | +3.1% |
| 6M | +10.9% | +2.0% | +8.9% | +7.5% |
| YTD | +28.8% | -23.9% | +52.8% | +43.3% |
| 1Y | +39.2% | -9.6% | +48.8% | +42.3% |
| 3Y | +75.0% | -25.4% | +100.5% | +88.0% |
| 5Y | +91.9% | -41.2% | +133.1% | +126.0% |
| 10Y | +202.3% | +42.1% | +160.2% | +125.3% |
| All | +934.9% | +882.6% | +52.3% | +154.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling