+17.0%
PG vs COO
-7.7%
+24.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.9% | -2.7% | +2.0% |
| 7D | +5.7% | +8.4% | -2.7% | +4.0% |
| 30D | +15.4% | +13.5% | +1.9% | +12.6% |
| 3M | +13.8% | -13.8% | +27.5% | +17.2% |
| 6M | +18.3% | +4.7% | +13.6% | +16.8% |
| YTD | +20.1% | -21.4% | +41.5% | +22.3% |
| 1Y | +17.0% | -6.7% | +23.7% | +13.7% |
| All | +17.0% | -7.7% | +24.6% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling