-16.0%
PCG vs COR
+5.5%
-21.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.1% | +0.6% |
| 7D | +1.9% | +9.1% | -7.2% | +1.4% |
| 30D | +8.5% | +12.4% | -3.9% | +7.8% |
| 3M | -22.9% | +15.8% | -38.7% | -23.7% |
| 6M | -16.8% | +17.1% | -33.8% | -18.1% |
| YTD | -15.8% | +5.4% | -21.2% | -18.9% |
| 1Y | -16.0% | +3.5% | -19.5% | -18.7% |
| All | -16.0% | +5.5% | -21.4% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling