+112.7%
PFGC vs COO
-38.8%
+151.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | -2.2% | -2.2% | 0.0% | -1.4% |
| 30D | -11.9% | -7.0% | -4.9% | -9.6% |
| 3M | +5.0% | +12.2% | -7.2% | +0.1% |
| 6M | +8.6% | -15.1% | +23.7% | +14.9% |
| YTD | +9.7% | -15.1% | +24.8% | +15.8% |
| 1Y | -6.3% | +2.3% | -8.6% | -8.6% |
| 3Y | +58.2% | -23.7% | +81.9% | +67.6% |
| All | +112.7% | -38.8% | +151.5% | +144.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling