+9.3%
PCG vs COR
+203.3%
-193.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +1.4% |
| 7D | +2.2% | +7.6% | -5.5% | +0.2% |
| 30D | +0.8% | +6.8% | -6.0% | -1.0% |
| 3M | -23.8% | +16.0% | -39.8% | -26.8% |
| 6M | -19.6% | +41.0% | -60.6% | -27.2% |
| YTD | -16.7% | +6.9% | -23.7% | -19.4% |
| 1Y | -19.4% | -1.0% | -18.4% | -19.7% |
| 3Y | -18.3% | +84.6% | -102.9% | -38.7% |
| All | +9.3% | +203.3% | -193.9% | -38.6% |
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