+1.6%
PG vs COR
+84.9%
-83.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -0.8% | -2.8% | +2.0% | -0.4% |
| 30D | +0.8% | +2.6% | -1.7% | +0.5% |
| 3M | -1.3% | +14.5% | -15.8% | -3.1% |
| 6M | -3.8% | -7.8% | +4.0% | -2.8% |
| YTD | +3.6% | -4.2% | +7.8% | +3.7% |
| 1Y | -5.7% | +7.0% | -12.7% | -8.0% |
| 3Y | +1.6% | +85.5% | -83.9% | -10.2% |
| All | +1.6% | +84.9% | -83.3% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling