-46.9%
CAG vs PCOR
-30.9%
-16.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.1% |
| 3M | +23.5% | +14.4% | +9.1% | +23.3% |
| 6M | -14.8% | +0.2% | -15.0% | -15.0% |
| YTD | -5.4% | -20.3% | +14.8% | -5.6% |
| 1Y | -11.8% | -16.1% | +4.3% | -12.0% |
| 3Y | -36.7% | -14.7% | -21.9% | -36.9% |
| 5Y | -40.3% | -43.2% | +2.9% | -41.4% |
| All | -46.9% | -30.9% | -16.0% | -47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling