+16.2%
PCG vs COR
+18,010.7%
-17,994.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.8% | -0.5% |
| 7D | 0.0% | +2.8% | -2.8% | -0.5% |
| 30D | +5.8% | +7.4% | -1.5% | +4.4% |
| 3M | -22.8% | +7.3% | -30.1% | -23.9% |
| 6M | -18.4% | +11.5% | -29.9% | -20.6% |
| YTD | -16.9% | +1.2% | -18.0% | -17.9% |
| 1Y | -17.6% | -3.3% | -14.3% | -17.9% |
| 3Y | -20.0% | +78.5% | -98.4% | -29.5% |
| 5Y | +16.0% | +183.0% | -166.9% | -6.2% |
| 10Y | -76.7% | +545.4% | -622.1% | -83.9% |
| All | +16.2% | +18,010.7% | -17,994.5% | -44.9% |
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 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