-10.5%
PCG vs PCOR
-14.4%
+3.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.3% | +6.7% | +2.6% |
| 7D | -13.9% | -9.0% | -4.9% | -13.5% |
| 30D | -16.9% | +4.2% | -21.0% | -17.1% |
| 3M | -14.7% | +14.4% | -29.2% | -15.4% |
| 6M | -23.8% | +0.2% | -24.0% | -24.0% |
| YTD | -10.5% | -20.3% | +9.8% | -9.3% |
| 1Y | -5.1% | -16.1% | +11.0% | -4.4% |
| All | -10.5% | -14.4% | +3.9% | -12.2% |
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