+9.5%
COR vs PFG
+49.1%
-39.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.8% |
| 7D | -1.9% | +6.0% | -7.9% | -2.0% |
| 30D | +1.5% | +2.2% | -0.7% | +1.5% |
| 3M | +18.7% | +10.4% | +8.3% | +18.4% |
| 6M | -9.0% | +27.8% | -36.8% | -9.2% |
| YTD | -3.3% | +33.6% | -36.9% | -3.6% |
| All | +9.5% | +49.1% | -39.6% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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