-76.4%
PCG vs COR
+489.9%
-566.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -2.2% | -1.2% | -1.1% | -1.9% |
| 30D | -0.5% | +7.6% | -8.1% | -2.8% |
| 3M | -24.0% | +5.0% | -29.0% | -25.4% |
| 6M | -18.6% | +35.3% | -53.9% | -26.6% |
| YTD | -17.7% | +4.2% | -21.9% | -20.2% |
| 1Y | -20.0% | -3.4% | -16.6% | -20.4% |
| 3Y | -20.2% | +81.1% | -101.4% | -37.7% |
| 5Y | +8.4% | +195.8% | -187.4% | -29.7% |
| 10Y | -76.4% | +493.6% | -570.0% | -87.6% |
| All | -76.4% | +489.9% | -566.3% | -87.6% |
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