-76.0%
PCG vs COR
+405.8%
-481.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +3.0% |
| 7D | -13.9% | +2.8% | -16.6% | -14.6% |
| 30D | -16.9% | +4.5% | -21.4% | -18.1% |
| 3M | -14.7% | +22.7% | -37.4% | -20.1% |
| 6M | -23.8% | -9.7% | -14.1% | -22.2% |
| YTD | -10.5% | -1.4% | -9.1% | -11.5% |
| 1Y | -5.1% | +13.9% | -19.0% | -10.6% |
| 3Y | -11.6% | +94.0% | -105.6% | -31.1% |
| 5Y | +59.0% | +184.0% | -125.0% | +9.0% |
| All | -76.0% | +405.8% | -481.8% | -85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling