-16.0%
PCG vs PCOR
+4.0%
-20.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +19.7% | -18.8% | +1.1% |
| 7D | +1.9% | +21.8% | -19.9% | +2.2% |
| 30D | +8.5% | +39.5% | -31.0% | +9.2% |
| 3M | -22.9% | +35.2% | -58.1% | -22.4% |
| 6M | -16.8% | +21.7% | -38.5% | -16.7% |
| YTD | -15.8% | +3.9% | -19.7% | -16.2% |
| 1Y | -16.0% | +6.9% | -22.9% | -16.8% |
| All | -16.0% | +4.0% | -20.0% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling