-41.4%
PCOR vs PFG
+110.8%
-152.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.7% | -3.2% |
| 7D | -9.0% | +5.5% | -14.5% | -12.4% |
| 30D | +4.2% | +2.4% | +1.8% | +2.3% |
| 3M | +14.4% | +13.6% | +0.8% | +4.6% |
| 6M | +0.2% | +27.9% | -27.7% | -15.8% |
| YTD | -20.3% | +35.6% | -55.8% | -35.7% |
| 1Y | -16.1% | +48.5% | -64.6% | -36.6% |
| 3Y | -14.7% | +66.9% | -81.6% | -40.6% |
| All | -41.4% | +110.8% | -152.2% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling