-14.4%
PCOR vs PFG
+106.9%
-121.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.7% |
| 7D | +22.7% | -0.6% | +23.4% | +23.6% |
| 30D | +37.5% | +2.0% | +35.5% | +35.9% |
| 3M | +35.2% | -3.2% | +38.4% | +37.6% |
| 6M | +42.2% | +10.9% | +31.3% | +32.4% |
| YTD | +3.6% | +28.8% | -25.3% | -12.8% |
| 1Y | -4.8% | +39.2% | -43.9% | -23.9% |
| 3Y | +48.3% | +75.0% | -26.7% | +3.4% |
| 5Y | -20.1% | +91.9% | -112.0% | -47.1% |
| All | -14.4% | +106.9% | -121.3% | -45.1% |
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