+492.2%
COR vs PFGC
+351.0%
+141.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.8% |
| 7D | +7.8% | +3.4% | +4.4% | +7.4% |
| 30D | +7.0% | +16.9% | -9.9% | +4.8% |
| 3M | +16.3% | +6.4% | +9.9% | +15.2% |
| 6M | +41.3% | +16.0% | +25.3% | +38.4% |
| YTD | +7.1% | +23.6% | -16.5% | +3.7% |
| 1Y | -0.8% | +16.6% | -17.4% | -3.3% |
| 3Y | +85.0% | +82.3% | +2.7% | +68.6% |
| 5Y | +203.9% | +138.7% | +65.1% | +163.2% |
| All | +492.2% | +351.0% | +141.2% | +374.9% |
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