+31.6%
PCG vs PCOR
-10.0%
+41.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +19.7% | -18.8% | -0.9% |
| 7D | +1.9% | +21.8% | -19.9% | 0.0% |
| 30D | +8.5% | +39.5% | -31.0% | +5.1% |
| 3M | -22.9% | +35.2% | -58.1% | -25.2% |
| 6M | -16.8% | +21.7% | -38.5% | -18.8% |
| YTD | -15.8% | +3.9% | -19.7% | -16.7% |
| 1Y | -16.0% | +6.9% | -22.9% | -17.3% |
| 3Y | -18.9% | +44.8% | -63.7% | -24.8% |
| 5Y | +17.4% | -21.9% | +39.3% | +8.3% |
| All | +31.6% | -10.0% | +41.6% | +21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling