-46.9%
CAG vs PCOR
-9.0%
-38.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.3% |
| 7D | +4.6% | +22.2% | -17.6% | +4.4% |
| 30D | +14.7% | +36.0% | -21.4% | +14.4% |
| 3M | +2.4% | +34.0% | -31.6% | +2.2% |
| 6M | +10.7% | +43.5% | -32.8% | +10.3% |
| YTD | -5.5% | +5.1% | -10.6% | -5.9% |
| 1Y | -4.6% | -3.9% | -0.6% | -5.0% |
| 3Y | -34.4% | +52.9% | -87.4% | -34.8% |
| 5Y | -39.2% | -18.7% | -20.5% | -40.4% |
| All | -46.9% | -9.0% | -38.0% | -47.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling