-5.7%
PG vs COP
+52.6%
-58.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -0.8% | +2.3% | -3.1% | -0.6% |
| 30D | +0.8% | +8.6% | -7.8% | +1.5% |
| 3M | -1.3% | +19.9% | -21.2% | -0.1% |
| 6M | -3.8% | +19.0% | -22.8% | -3.3% |
| YTD | +3.6% | +50.0% | -46.3% | +2.1% |
| 1Y | -5.7% | +50.5% | -56.2% | -7.1% |
| All | -5.7% | +52.6% | -58.4% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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