+9.4%
PCG vs PCOR
-17.1%
+26.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.7% |
| 7D | -0.5% | +20.7% | -21.2% | -2.4% |
| 30D | +0.8% | +35.7% | -34.9% | -2.4% |
| 3M | -22.0% | +31.1% | -53.1% | -24.3% |
| 6M | -17.1% | +43.1% | -60.2% | -20.5% |
| YTD | -16.9% | +4.8% | -21.7% | -17.9% |
| 1Y | -19.1% | -3.7% | -15.4% | -19.3% |
| 3Y | -19.4% | +46.5% | -66.0% | -26.0% |
| All | +9.4% | -17.1% | +26.6% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling