+30.0%
PCG vs PCOR
-10.0%
+40.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | 0.0% | +23.7% | -23.7% | -2.0% |
| 30D | +5.8% | +39.0% | -33.2% | +2.6% |
| 3M | -22.8% | +35.8% | -58.5% | -25.1% |
| 6M | -18.4% | +38.2% | -56.6% | -21.3% |
| YTD | -16.9% | +3.9% | -20.8% | -17.8% |
| 1Y | -17.6% | +5.7% | -23.3% | -18.8% |
| 3Y | -20.0% | +44.8% | -64.7% | -25.7% |
| 5Y | +16.0% | -19.8% | +35.8% | +6.9% |
| All | +30.0% | -10.0% | +40.0% | +19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling