+465.8%
PFGC vs COO
+69.9%
+395.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.0% |
| 7D | +8.5% | +4.7% | +3.8% | +6.0% |
| 30D | +15.0% | +13.9% | +1.1% | +7.0% |
| 3M | -6.2% | -14.9% | +8.8% | +1.7% |
| 6M | +15.7% | +2.0% | +13.7% | +11.9% |
| YTD | +19.6% | -23.9% | +43.5% | +36.7% |
| 1Y | +13.2% | -9.6% | +22.8% | +16.1% |
| 3Y | +77.0% | -25.4% | +102.4% | +88.7% |
| 5Y | +121.5% | -41.2% | +162.6% | +174.3% |
| 10Y | +354.5% | +42.1% | +312.5% | +257.2% |
| All | +465.8% | +69.9% | +395.9% | +312.9% |
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