-20.1%
PCOR vs PFG
+91.4%
-111.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.8% |
| 7D | +22.7% | -0.6% | +23.4% | +23.6% |
| 30D | +37.5% | +2.0% | +35.5% | +35.8% |
| 3M | +35.2% | -3.2% | +38.4% | +37.7% |
| 6M | +42.2% | +10.9% | +31.3% | +31.9% |
| YTD | +3.6% | +28.8% | -25.3% | -13.6% |
| 1Y | -4.8% | +39.2% | -43.9% | -24.8% |
| 3Y | +48.3% | +75.0% | -26.7% | +1.0% |
| All | -20.1% | +91.4% | -111.5% | -49.4% |
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