+2,904.6%
COR vs PFG
+960.1%
+1,944.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.5% |
| 7D | +0.8% | -0.6% | +1.5% | +1.0% |
| 30D | +5.1% | +2.0% | +3.1% | +4.7% |
| 3M | +2.8% | -3.2% | +6.0% | +3.4% |
| 6M | +32.5% | +10.9% | +21.6% | +29.6% |
| YTD | -0.7% | +28.8% | -29.5% | -5.9% |
| 1Y | -6.7% | +39.2% | -45.9% | -13.1% |
| 3Y | +73.7% | +75.0% | -1.3% | +52.3% |
| 5Y | +177.9% | +91.9% | +85.9% | +136.1% |
| 10Y | +533.8% | +202.3% | +331.4% | +375.0% |
| All | +2,904.6% | +960.1% | +1,944.4% | +1,398.6% |
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