-18.3%
PCG vs COR
+86.2%
-104.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.8% | +1.8% |
| 7D | +2.2% | +7.8% | -5.7% | +1.3% |
| 30D | +0.8% | +7.0% | -6.2% | 0.0% |
| 3M | -23.8% | +16.3% | -40.1% | -25.2% |
| 6M | -19.6% | +41.3% | -60.9% | -23.1% |
| YTD | -16.7% | +7.1% | -23.9% | -18.3% |
| 1Y | -19.4% | -0.8% | -18.6% | -19.7% |
| 3Y | -18.3% | +85.0% | -103.3% | -22.1% |
| All | -18.3% | +86.2% | -104.5% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling