-23.8%
PCG vs PCOR
+3.2%
-27.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.3% | +6.7% | +2.1% |
| 7D | -13.9% | -9.0% | -4.9% | -14.4% |
| 30D | -16.9% | +4.2% | -21.0% | -16.5% |
| 3M | -14.7% | +14.4% | -29.2% | -14.8% |
| 6M | -23.8% | +0.2% | -24.0% | -23.0% |
| All | -23.8% | +3.2% | -27.0% | -23.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling