+287.2%
PFGC vs COO
+17.5%
+269.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -14.7% | +13.3% | +7.0% |
| 7D | -4.8% | -23.3% | +18.5% | +9.7% |
| 30D | -17.2% | -29.5% | +12.3% | +0.2% |
| 3M | -6.3% | -20.0% | +13.6% | +4.6% |
| 6M | +8.8% | -27.2% | +36.0% | +28.1% |
| YTD | +4.9% | -33.9% | +38.8% | +30.3% |
| 1Y | -9.5% | -19.9% | +10.4% | -1.2% |
| 3Y | +59.6% | -38.1% | +97.7% | +90.1% |
| 5Y | +113.5% | -52.0% | +165.5% | +203.2% |
| All | +287.2% | +17.5% | +269.6% | +229.8% |
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