+12.8%
PG vs COO
-51.8%
+64.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.7% | +14.9% | +2.9% |
| 7D | -2.7% | -23.3% | +20.6% | +1.9% |
| 30D | -1.5% | -29.5% | +27.9% | +4.7% |
| 3M | -3.4% | -20.0% | +16.6% | +0.3% |
| 6M | -7.0% | -27.2% | +20.2% | -2.0% |
| YTD | +2.0% | -33.9% | +35.9% | +9.2% |
| 1Y | -6.5% | -19.9% | +13.5% | -3.5% |
| 3Y | +1.2% | -38.1% | +39.3% | +7.6% |
| 5Y | +12.8% | -52.0% | +64.8% | +23.9% |
| All | +12.8% | -51.8% | +64.6% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling