-13.1%
PCOR vs PFGC
+134.3%
-147.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | -0.4% |
| 7D | +22.2% | +10.8% | +11.4% | +16.7% |
| 30D | +36.0% | +17.8% | +18.2% | +26.3% |
| 3M | +34.0% | -2.7% | +36.7% | +35.1% |
| 6M | +43.5% | +20.0% | +23.5% | +30.9% |
| YTD | +5.1% | +24.3% | -19.2% | -8.0% |
| 1Y | -3.9% | +13.2% | -17.2% | -11.7% |
| 3Y | +52.9% | +85.9% | -33.0% | +8.1% |
| 5Y | -18.7% | +141.0% | -159.7% | -51.1% |
| All | -13.1% | +134.3% | -147.4% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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