+3,041.0%
COR vs PFG
+1,008.7%
+2,032.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.7% |
| 7D | +2.4% | +3.0% | -0.5% | +1.9% |
| 30D | +7.7% | +8.2% | -0.5% | +6.0% |
| 3M | +7.5% | +2.7% | +4.8% | +6.9% |
| 6M | +34.1% | +17.2% | +16.9% | +29.8% |
| YTD | +3.9% | +34.8% | -30.9% | -2.5% |
| 1Y | -3.6% | +43.6% | -47.2% | -10.8% |
| 3Y | +80.5% | +85.4% | -4.9% | +56.4% |
| 5Y | +194.9% | +102.2% | +92.7% | +148.0% |
| 10Y | +486.6% | +190.2% | +296.4% | +342.1% |
| All | +3,041.0% | +1,008.7% | +2,032.3% | +1,452.9% |
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