-11.8%
PCOR vs PFG
+111.9%
-123.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | +3.0% | +2.4% | +0.7% | +1.4% |
| 30D | +38.7% | +5.9% | +32.8% | +33.9% |
| 3M | +24.9% | -0.4% | +25.3% | +24.8% |
| 6M | +68.8% | +14.8% | +53.9% | +53.6% |
| YTD | +6.7% | +31.9% | -25.2% | -11.6% |
| 1Y | +3.0% | +38.8% | -35.8% | -17.6% |
| 3Y | +48.6% | +82.4% | -33.8% | +1.0% |
| 5Y | -12.7% | +94.7% | -107.4% | -43.0% |
| All | -11.8% | +111.9% | -123.7% | -44.3% |
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