+373.9%
COR vs PFGC
+419.1%
-45.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.8% |
| 7D | +2.8% | -2.2% | +5.0% | +3.1% |
| 30D | +4.5% | -11.9% | +16.5% | +6.2% |
| 3M | +22.7% | +5.0% | +17.7% | +22.0% |
| 6M | -9.7% | +8.6% | -18.3% | -10.9% |
| YTD | -1.4% | +9.7% | -11.1% | -2.9% |
| 1Y | +13.9% | -6.3% | +20.2% | +14.4% |
| 3Y | +94.0% | +58.2% | +35.7% | +80.7% |
| 5Y | +184.0% | +110.4% | +73.6% | +151.5% |
| 10Y | +406.8% | +272.8% | +134.0% | +320.6% |
| All | +373.9% | +419.1% | -45.2% | +277.6% |
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