-76.7%
PCG vs COR
+534.3%
-611.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.3% | +0.2% |
| 7D | -1.1% | +2.3% | -3.4% | -1.8% |
| 30D | +0.1% | +6.8% | -6.7% | -2.0% |
| 3M | -24.4% | +8.1% | -32.5% | -26.5% |
| 6M | -17.7% | +33.0% | -50.7% | -25.3% |
| YTD | -17.4% | +3.0% | -20.4% | -19.7% |
| 1Y | -19.4% | -3.4% | -16.0% | -19.8% |
| 3Y | -18.6% | +80.1% | -98.7% | -36.2% |
| 5Y | +10.2% | +194.7% | -184.5% | -28.1% |
| 10Y | -76.7% | +512.3% | -589.0% | -87.4% |
| All | -76.7% | +534.3% | -611.0% | -87.4% |
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