0.0%
PG vs COO
-38.4%
+38.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.7% | +14.9% | +2.3% |
| 7D | -2.7% | -23.3% | +20.6% | +1.0% |
| 30D | -1.5% | -29.5% | +27.9% | +3.5% |
| 3M | -3.4% | -20.0% | +16.6% | -0.4% |
| 6M | -7.0% | -27.2% | +20.2% | -3.1% |
| YTD | +2.0% | -33.9% | +35.9% | +7.4% |
| 1Y | -6.5% | -19.9% | +13.5% | -4.0% |
| All | 0.0% | -38.4% | +38.4% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling