+16.2%
PCG vs COR
+18,492.1%
-18,475.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | -0.5% | +2.4% | -2.9% | -0.9% |
| 30D | +0.8% | +7.7% | -6.9% | -0.7% |
| 3M | -22.0% | +7.5% | -29.5% | -23.2% |
| 6M | -17.1% | +34.1% | -51.2% | -21.8% |
| YTD | -16.9% | +3.9% | -20.7% | -18.3% |
| 1Y | -19.1% | -3.6% | -15.4% | -19.3% |
| 3Y | -19.4% | +80.5% | -100.0% | -29.1% |
| 5Y | +9.0% | +194.9% | -185.8% | -12.6% |
| 10Y | -76.2% | +486.6% | -562.8% | -83.3% |
| All | +16.2% | +18,492.1% | -18,475.9% | -45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling