+116.1%
PG vs COO
+17.0%
+99.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -0.8% | -22.5% | +21.7% | +4.8% |
| 30D | +0.8% | -29.7% | +30.6% | +8.9% |
| 3M | -1.3% | -20.1% | +18.8% | +3.3% |
| 6M | -3.8% | -26.9% | +23.1% | +2.6% |
| YTD | +3.6% | -34.2% | +37.8% | +13.1% |
| 1Y | -5.7% | -21.3% | +15.5% | -1.6% |
| 3Y | +1.6% | -38.7% | +40.3% | +10.0% |
| 5Y | +14.6% | -52.2% | +66.8% | +30.5% |
| All | +116.1% | +17.0% | +99.2% | +97.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling