+48.9%
PCOR vs PFGC
+81.0%
-32.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +23.7% | +12.5% | +11.2% | +17.7% |
| 30D | +39.0% | +17.0% | +22.0% | +30.3% |
| 3M | +35.8% | -2.1% | +37.8% | +35.6% |
| 6M | +38.2% | +25.9% | +12.3% | +24.2% |
| YTD | +3.9% | +22.0% | -18.0% | -7.9% |
| 1Y | +5.7% | +14.8% | -9.2% | -2.9% |
| All | +48.9% | +81.0% | -32.1% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling