+1,900.3%
PG vs COF
+5,555.9%
-3,655.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -0.8% | -5.1% | +4.3% | -0.2% |
| 30D | +0.8% | -6.0% | +6.9% | +1.5% |
| 3M | -1.3% | +14.8% | -16.2% | -3.0% |
| 6M | -3.8% | +15.3% | -19.2% | -5.6% |
| YTD | +3.6% | -13.0% | +16.7% | +4.8% |
| 1Y | -5.7% | -5.7% | 0.0% | -5.7% |
| 3Y | +1.6% | +118.1% | -116.5% | -9.7% |
| 5Y | +14.6% | +46.2% | -31.6% | +5.4% |
| 10Y | +121.2% | +246.1% | -124.9% | +75.3% |
| All | +1,900.3% | +5,555.9% | -3,655.6% | +893.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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