-5.7%
PG vs COR
+9.0%
-14.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -0.8% | -2.8% | +2.0% | -0.6% |
| 30D | +0.8% | +2.6% | -1.7% | +0.7% |
| 3M | -1.3% | +14.5% | -15.8% | -2.0% |
| 6M | -3.8% | -7.8% | +4.0% | -3.7% |
| YTD | +3.6% | -4.2% | +7.8% | +3.4% |
| 1Y | -5.7% | +7.0% | -12.7% | -6.8% |
| All | -5.7% | +9.0% | -14.7% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling