-41.0%
CAG vs PCOR
-11.9%
-29.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | -3.3% | +3.0% | -6.4% | -3.4% |
| 30D | +7.7% | +38.7% | -31.0% | +7.5% |
| 3M | -3.2% | +24.9% | -28.0% | -3.4% |
| 6M | +7.0% | +68.8% | -61.8% | +6.7% |
| YTD | -9.0% | +6.7% | -15.7% | -9.4% |
| 1Y | -9.6% | +3.0% | -12.6% | -10.0% |
| 3Y | -36.0% | +48.6% | -84.6% | -36.2% |
| All | -41.0% | -11.9% | -29.1% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling