-35.7%
CAG vs PCOR
-12.2%
-23.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.9% |
| 7D | -3.8% | -9.0% | +5.2% | -3.8% |
| 30D | +3.1% | +4.2% | -1.0% | +3.2% |
| 3M | +23.5% | +14.4% | +9.1% | +23.0% |
| 6M | -14.8% | +0.2% | -15.0% | -15.3% |
| YTD | -5.4% | -20.3% | +14.8% | -5.9% |
| 1Y | -11.8% | -16.1% | +4.3% | -12.3% |
| All | -35.7% | -12.2% | -23.5% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling