+73.7%
COR vs PFGC
+77.4%
-3.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.6% |
| 7D | +0.8% | +8.5% | -7.7% | -0.1% |
| 30D | +5.1% | +15.0% | -9.9% | +3.8% |
| 3M | +2.8% | -6.2% | +9.0% | +2.9% |
| 6M | +32.5% | +15.7% | +16.8% | +31.5% |
| YTD | -0.7% | +19.6% | -20.2% | -1.2% |
| 1Y | -6.7% | +13.2% | -19.9% | -6.8% |
| 3Y | +73.7% | +77.0% | -3.2% | +73.2% |
| All | +73.7% | +77.4% | -3.7% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling