+988.7%
PFG vs COO
+996.5%
-7.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | -0.1% | -0.8% |
| 7D | +5.5% | -2.2% | +7.7% | +6.7% |
| 30D | +2.4% | -7.0% | +9.4% | +5.8% |
| 3M | +13.6% | +12.2% | +1.4% | +6.7% |
| 6M | +27.9% | -15.1% | +43.0% | +36.9% |
| YTD | +35.6% | -15.1% | +50.6% | +45.0% |
| 1Y | +48.5% | +2.3% | +46.1% | +44.3% |
| 3Y | +66.9% | -23.7% | +90.5% | +79.5% |
| 5Y | +111.0% | -38.9% | +149.9% | +147.3% |
| 10Y | +244.5% | +49.9% | +194.6% | +153.3% |
| All | +988.7% | +996.5% | -7.8% | +157.5% |
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