+3,981.9%
PG vs COO
+5,822.5%
-1,840.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.4% |
| 7D | -0.4% | -2.3% | +1.9% | -0.3% |
| 30D | -0.1% | -8.8% | +8.7% | +0.3% |
| 3M | +1.1% | +1.3% | -0.3% | +1.0% |
| 6M | -3.8% | -11.6% | +7.8% | -3.2% |
| YTD | +3.8% | -17.4% | +21.3% | +4.8% |
| 1Y | -5.8% | -1.6% | -4.2% | -5.8% |
| 3Y | +3.0% | -22.6% | +25.7% | +3.9% |
| 5Y | +14.5% | -40.3% | +54.8% | +16.6% |
| 10Y | +117.8% | +45.2% | +72.6% | +112.6% |
| All | +3,981.9% | +5,822.5% | -1,840.6% | +3,542.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling