+14.1%
PCG vs COR
+178.3%
-164.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.5% |
| 7D | -1.6% | +0.8% | -2.4% | -1.8% |
| 30D | +1.4% | +5.1% | -3.7% | +0.1% |
| 3M | -23.4% | +2.8% | -26.2% | -24.1% |
| 6M | -19.4% | +32.5% | -51.9% | -25.7% |
| YTD | -18.5% | -0.7% | -17.8% | -19.6% |
| 1Y | -19.5% | -6.7% | -12.8% | -18.8% |
| 3Y | -21.0% | +73.7% | -94.7% | -39.8% |
| All | +14.1% | +178.3% | -164.1% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling