+407.4%
COR vs PFGC
+287.3%
+120.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -3.9% | -3.7% | -0.2% | -3.4% |
| 30D | -0.3% | -16.0% | +15.6% | +1.9% |
| 3M | +15.9% | -4.1% | +20.0% | +16.5% |
| 6M | -10.3% | +8.7% | -19.0% | -11.4% |
| YTD | -3.7% | +6.4% | -10.1% | -4.8% |
| 1Y | +9.1% | -8.4% | +17.5% | +9.8% |
| 3Y | +86.6% | +61.8% | +24.8% | +73.0% |
| 5Y | +180.9% | +108.7% | +72.2% | +148.1% |
| 10Y | +407.4% | +298.1% | +109.3% | +311.7% |
| All | +407.4% | +287.3% | +120.1% | +311.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling