+395.1%
COR vs PFGC
+488.3%
-93.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.0% | -0.3% | +3.2% |
| 7D | +2.3% | +10.8% | -8.5% | +1.0% |
| 30D | +6.8% | +17.8% | -11.0% | +4.5% |
| 3M | +8.1% | -2.7% | +10.8% | +8.3% |
| 6M | +33.0% | +20.0% | +13.0% | +29.9% |
| YTD | +3.0% | +24.3% | -21.3% | -0.2% |
| 1Y | -3.4% | +13.2% | -16.6% | -5.4% |
| 3Y | +80.1% | +85.9% | -5.8% | +64.4% |
| 5Y | +194.7% | +141.0% | +53.7% | +156.6% |
| 10Y | +512.3% | +370.6% | +141.7% | +397.8% |
| All | +395.1% | +488.3% | -93.2% | +288.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling