+66.2%
PFGC vs COO
-22.0%
+88.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | -2.2% | -2.2% | 0.0% | -1.7% |
| 30D | -11.9% | -7.0% | -4.9% | -10.5% |
| 3M | +5.0% | +12.2% | -7.2% | +1.9% |
| 6M | +8.6% | -15.1% | +23.7% | +12.3% |
| YTD | +9.7% | -15.1% | +24.8% | +13.3% |
| 1Y | -6.3% | +2.3% | -8.6% | -7.6% |
| All | +66.2% | -22.0% | +88.2% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling