-21.0%
PCG vs COR
+74.4%
-95.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.8% |
| 7D | -1.6% | +0.8% | -2.4% | -1.7% |
| 30D | +1.4% | +5.1% | -3.7% | +0.9% |
| 3M | -23.4% | +2.8% | -26.2% | -23.7% |
| 6M | -19.4% | +32.5% | -51.9% | -22.3% |
| YTD | -18.5% | -0.7% | -17.8% | -19.3% |
| 1Y | -19.5% | -6.7% | -12.8% | -19.4% |
| 3Y | -21.0% | +73.7% | -94.7% | -23.9% |
| All | -21.0% | +74.4% | -95.4% | -23.9% |
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