-57.7%
KORU vs PCG
-66.1%
+8.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.2% | -7.6% | -5.9% |
| 7D | +11.1% | +2.2% | +9.0% | +10.5% |
| 30D | -40.6% | +0.8% | -41.4% | -40.6% |
| 3M | -63.9% | -23.8% | -40.1% | -61.9% |
| 6M | -82.8% | -19.6% | -63.2% | -82.3% |
| YTD | -15.4% | -16.7% | +1.3% | -13.2% |
| 1Y | -3.3% | -19.4% | +16.1% | 0.0% |
| 3Y | +136.2% | -18.3% | +154.5% | +142.5% |
| 5Y | -36.7% | +10.4% | -47.1% | -38.5% |
| 10Y | -22.9% | -76.1% | +53.2% | +5.5% |
| All | -57.7% | -66.1% | +8.4% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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