+180.5%
COR vs PFGC
+110.5%
+70.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.6% |
| 7D | -1.9% | -2.4% | +0.5% | -1.6% |
| 30D | +1.5% | -15.8% | +17.3% | +3.8% |
| 3M | +18.7% | -0.6% | +19.3% | +19.0% |
| 6M | -9.0% | +10.7% | -19.7% | -10.3% |
| YTD | -3.3% | +7.6% | -10.9% | -4.3% |
| 1Y | +9.8% | -7.8% | +17.7% | +11.1% |
| 3Y | +87.4% | +63.7% | +23.6% | +71.9% |
| 5Y | +180.5% | +112.3% | +68.2% | +138.2% |
| All | +180.5% | +110.5% | +70.0% | +138.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling