+419.1%
PFGC vs COO
+89.6%
+329.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.3% |
| 7D | -2.2% | -2.2% | 0.0% | -1.0% |
| 30D | -11.9% | -7.0% | -4.9% | -8.4% |
| 3M | +5.0% | +12.2% | -7.2% | -2.6% |
| 6M | +8.6% | -15.1% | +23.7% | +18.2% |
| YTD | +9.7% | -15.1% | +24.8% | +19.0% |
| 1Y | -6.3% | +2.3% | -8.6% | -10.1% |
| 3Y | +58.2% | -23.7% | +81.9% | +70.1% |
| 5Y | +110.4% | -38.9% | +149.4% | +161.0% |
| 10Y | +272.8% | +49.9% | +222.8% | +184.3% |
| All | +419.1% | +89.6% | +329.6% | +259.6% |
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