-20.1%
PCOR vs PFGC
+121.6%
-141.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.7% |
| 7D | +22.7% | +8.5% | +14.2% | +18.0% |
| 30D | +37.5% | +15.0% | +22.5% | +28.4% |
| 3M | +35.2% | -6.2% | +41.4% | +39.1% |
| 6M | +42.2% | +15.7% | +26.5% | +30.9% |
| YTD | +3.6% | +19.6% | -16.0% | -8.9% |
| 1Y | -4.8% | +13.2% | -17.9% | -13.6% |
| 3Y | +48.3% | +77.0% | -28.6% | +2.1% |
| All | -20.1% | +121.6% | -141.7% | -55.2% |
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 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