-3.6%
COR vs PFG
+44.5%
-48.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.8% |
| 7D | +2.4% | +3.0% | -0.5% | +2.1% |
| 30D | +7.7% | +8.2% | -0.5% | +7.0% |
| 3M | +7.5% | +2.7% | +4.8% | +7.2% |
| 6M | +34.1% | +17.2% | +16.9% | +33.4% |
| YTD | +3.9% | +34.8% | -30.9% | +2.9% |
| 1Y | -3.6% | +43.6% | -47.2% | -2.8% |
| All | -3.6% | +44.5% | -48.1% | -2.8% |
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