+54.5%
PCG vs COR
+184.0%
-129.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +2.9% |
| 7D | -13.9% | +2.8% | -16.6% | -14.5% |
| 30D | -16.9% | +4.5% | -21.4% | -18.0% |
| 3M | -14.7% | +22.7% | -37.4% | -19.5% |
| 6M | -23.8% | -9.7% | -14.1% | -21.9% |
| YTD | -10.5% | -1.4% | -9.1% | -11.4% |
| 1Y | -5.1% | +13.9% | -19.0% | -11.0% |
| 3Y | -11.6% | +94.0% | -105.6% | -35.5% |
| All | +54.5% | +184.0% | -129.6% | -3.4% |
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 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