-12.2%
PCOR vs PFGC
+130.5%
-142.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.2% |
| 7D | +2.2% | +0.3% | +1.9% | +2.0% |
| 30D | +37.4% | +16.1% | +21.3% | +28.5% |
| 3M | +33.2% | +2.4% | +30.8% | +31.4% |
| 6M | +60.6% | +15.7% | +44.9% | +49.1% |
| YTD | +6.2% | +22.3% | -16.1% | -6.3% |
| 1Y | -1.1% | +13.9% | -14.9% | -9.5% |
| 3Y | +48.4% | +80.3% | -31.9% | +6.4% |
| 5Y | -13.1% | +136.1% | -149.2% | -47.4% |
| All | -12.2% | +130.5% | -142.8% | -44.1% |
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