-14.4%
PCOR vs PFGC
+125.4%
-139.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.6% |
| 7D | +22.7% | +8.5% | +14.2% | +18.5% |
| 30D | +37.5% | +15.0% | +22.5% | +29.2% |
| 3M | +35.2% | -6.2% | +41.4% | +38.7% |
| 6M | +42.2% | +15.7% | +26.5% | +32.0% |
| YTD | +3.6% | +19.6% | -16.0% | -7.6% |
| 1Y | -4.8% | +13.2% | -17.9% | -12.7% |
| 3Y | +48.3% | +77.0% | -28.6% | +7.4% |
| 5Y | -20.1% | +121.5% | -141.5% | -50.9% |
| All | -14.4% | +125.4% | -139.8% | -44.9% |
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