-14.1%
PCOR vs PFG
+110.5%
-124.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +2.5% |
| 7D | +23.7% | -0.7% | +24.4% | +24.6% |
| 30D | +39.0% | +2.8% | +36.2% | +36.7% |
| 3M | +35.8% | -1.0% | +36.8% | +36.3% |
| 6M | +38.2% | +13.6% | +24.6% | +26.7% |
| YTD | +3.9% | +31.1% | -27.1% | -13.5% |
| 1Y | +5.7% | +43.8% | -38.1% | -17.2% |
| 3Y | +44.8% | +75.0% | -30.3% | +0.8% |
| 5Y | -19.8% | +95.2% | -115.0% | -47.5% |
| All | -14.1% | +110.5% | -124.6% | -45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling