+2,881.0%
COR vs PFG
+1,015.3%
+1,865.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.3% | -1.6% |
| 7D | +2.8% | +5.5% | -2.8% | +1.6% |
| 30D | +4.5% | +2.4% | +2.2% | +4.0% |
| 3M | +22.7% | +13.6% | +9.1% | +19.4% |
| 6M | -9.7% | +27.9% | -37.6% | -14.3% |
| YTD | -1.4% | +35.6% | -37.0% | -7.6% |
| 1Y | +13.9% | +48.5% | -34.5% | +4.7% |
| 3Y | +94.0% | +66.9% | +27.1% | +71.6% |
| 5Y | +184.0% | +111.0% | +73.1% | +136.7% |
| 10Y | +406.8% | +244.5% | +162.3% | +270.4% |
| All | +2,881.0% | +1,015.3% | +1,865.8% | +1,372.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling