-18.7%
PCOR vs PFGC
+135.8%
-154.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | -0.6% |
| 7D | +22.2% | +10.8% | +11.4% | +16.1% |
| 30D | +36.0% | +17.8% | +18.2% | +25.4% |
| 3M | +34.0% | -2.7% | +36.7% | +35.2% |
| 6M | +43.5% | +20.0% | +23.5% | +29.6% |
| YTD | +5.1% | +24.3% | -19.2% | -9.4% |
| 1Y | -3.9% | +13.2% | -17.2% | -12.6% |
| 3Y | +52.9% | +85.9% | -33.0% | +2.5% |
| 5Y | -18.7% | +141.0% | -159.7% | -55.6% |
| All | -18.7% | +135.8% | -154.4% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling