-19.4%
PCG vs PCOR
+44.3%
-63.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | 0.0% | +23.7% | -23.7% | -1.1% |
| 30D | +5.8% | +39.0% | -33.2% | +4.0% |
| 3M | -22.8% | +35.8% | -58.5% | -24.1% |
| 6M | -18.4% | +38.2% | -56.6% | -20.0% |
| YTD | -16.9% | +3.9% | -20.8% | -16.8% |
| 1Y | -17.6% | +5.7% | -23.3% | -17.8% |
| All | -19.4% | +44.3% | -63.7% | -25.3% |
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