-34.1%
PCOR vs PFG
+117.7%
-151.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.7% | -3.3% |
| 7D | -9.0% | +5.5% | -14.5% | -12.2% |
| 30D | +4.2% | +2.4% | +1.8% | +2.4% |
| 3M | +14.4% | +13.6% | +0.8% | +5.1% |
| 6M | +0.2% | +27.9% | -27.7% | -15.0% |
| YTD | -20.3% | +35.6% | -55.8% | -35.0% |
| 1Y | -16.1% | +48.5% | -64.6% | -35.7% |
| 3Y | -14.7% | +66.9% | -81.6% | -39.2% |
| 5Y | -43.2% | +111.0% | -154.1% | -64.1% |
| All | -34.1% | +117.7% | -151.8% | -59.0% |
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