-13.3%
PCOR vs PFG
+116.4%
-129.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | +20.7% | +3.0% | +17.8% | +18.7% |
| 30D | +35.7% | +8.2% | +27.5% | +29.2% |
| 3M | +31.1% | +2.7% | +28.4% | +28.4% |
| 6M | +43.1% | +17.2% | +25.9% | +28.5% |
| YTD | +4.8% | +34.8% | -29.9% | -14.3% |
| 1Y | -3.7% | +43.6% | -47.2% | -24.5% |
| 3Y | +46.5% | +85.4% | -38.9% | -1.5% |
| 5Y | -17.3% | +102.2% | -119.4% | -47.0% |
| All | -13.3% | +116.4% | -129.8% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling