+399.3%
COR vs PFGC
+484.2%
-84.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +0.9% |
| 7D | +2.4% | +15.0% | -12.6% | +0.6% |
| 30D | +7.7% | +17.0% | -9.3% | +5.5% |
| 3M | +7.5% | -2.5% | +10.0% | +7.7% |
| 6M | +34.1% | +19.2% | +14.9% | +31.1% |
| YTD | +3.9% | +23.4% | -19.6% | +0.7% |
| 1Y | -3.6% | +13.9% | -17.5% | -5.6% |
| 3Y | +80.5% | +82.0% | -1.5% | +65.2% |
| 5Y | +194.9% | +128.7% | +66.2% | +158.4% |
| 10Y | +486.6% | +361.5% | +125.1% | +377.5% |
| All | +399.3% | +484.2% | -84.9% | +291.7% |
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 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