+370.6%
PFGC vs COO
+40.7%
+329.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.5% | +1.5% | +2.5% |
| 7D | +10.8% | +4.3% | +6.5% | +8.5% |
| 30D | +17.8% | +17.6% | +0.2% | +7.6% |
| 3M | -2.7% | -13.9% | +11.2% | +4.9% |
| 6M | +20.0% | +6.6% | +13.5% | +13.1% |
| YTD | +24.3% | -22.0% | +46.3% | +40.5% |
| 1Y | +13.2% | -8.8% | +22.0% | +15.6% |
| 3Y | +85.9% | -21.5% | +107.4% | +91.3% |
| 5Y | +141.0% | -41.0% | +182.0% | +202.1% |
| 10Y | +370.6% | +40.9% | +329.7% | +270.7% |
| All | +370.6% | +40.7% | +329.9% | +270.7% |
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