# Spot variance drift consequently to style drift

I am looking for some information on how to spot variance drift for a portfolio in accordance to its benchmarks,

Let's say that we have returns of the portfolio $\textbf{P}=(P_1,...,P_t,...,P_n)$ and its benchmark $\textbf{B}=(B_1,...,B_t,...,,B_n)$ Despite the correlation ($\rho$) of the overall period is satisfying (over $0.90$, from $t=1$ to $t=n$), we would like to find out time periods when it is not the case (locally less than $0.50)$,

The subset found could range from two weeks to several months (usually the full range the period benchmark is one year)