+1,782.8%
PG vs COR
+17,211.5%
-15,428.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.3% |
| 7D | -0.4% | -1.9% | +1.5% | -0.2% |
| 30D | -0.1% | +1.5% | -1.7% | -0.4% |
| 3M | +1.1% | +18.7% | -17.6% | -1.5% |
| 6M | -3.8% | -9.0% | +5.2% | -2.9% |
| YTD | +3.8% | -3.3% | +7.1% | +3.7% |
| 1Y | -5.8% | +9.8% | -15.6% | -7.8% |
| 3Y | +3.0% | +87.4% | -84.3% | -7.1% |
| 5Y | +14.5% | +180.5% | -166.0% | -2.8% |
| 10Y | +117.8% | +398.1% | -280.4% | +67.3% |
| All | +1,782.8% | +17,211.5% | -15,428.7% | +904.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling