-19.4%
PCG vs PCOR
+1.3%
-20.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.2% |
| 7D | +2.2% | +3.0% | -0.9% | +2.2% |
| 30D | +0.8% | +38.7% | -37.9% | +1.5% |
| 3M | -23.8% | +24.9% | -48.7% | -23.6% |
| 6M | -19.6% | +68.8% | -88.4% | -18.6% |
| YTD | -16.7% | +6.7% | -23.4% | -18.5% |
| 1Y | -19.4% | +3.0% | -22.4% | -21.6% |
| All | -19.4% | +1.3% | -20.6% | -21.6% |
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