-21.0%
PCG vs PCOR
+43.8%
-64.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -1.6% | +22.7% | -24.3% | -2.7% |
| 30D | +1.4% | +37.5% | -36.1% | -0.3% |
| 3M | -23.4% | +35.2% | -58.6% | -24.7% |
| 6M | -19.4% | +42.2% | -61.6% | -21.1% |
| YTD | -18.5% | +3.6% | -22.0% | -18.4% |
| 1Y | -19.5% | -4.8% | -14.8% | -18.8% |
| 3Y | -21.0% | +48.3% | -69.3% | -26.7% |
| All | -21.0% | +43.8% | -64.8% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling