-34.1%
PCOR vs PFGC
+106.8%
-140.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.7% | -4.0% |
| 7D | -9.0% | -2.2% | -6.8% | -8.0% |
| 30D | +4.2% | -11.9% | +16.1% | +9.9% |
| 3M | +14.4% | +5.0% | +9.4% | +11.1% |
| 6M | +0.2% | +8.6% | -8.4% | -5.1% |
| YTD | -20.3% | +9.7% | -29.9% | -26.1% |
| 1Y | -16.1% | -6.3% | -9.8% | -15.6% |
| 3Y | -14.7% | +58.2% | -72.9% | -35.2% |
| 5Y | -43.2% | +110.4% | -153.6% | -63.7% |
| All | -34.1% | +106.8% | -140.9% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling