-47.1%
CAG vs PCOR
-10.3%
-36.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.7% |
| 7D | +5.8% | +22.7% | -16.9% | +5.6% |
| 30D | +16.4% | +37.5% | -21.1% | +16.1% |
| 3M | +3.8% | +35.2% | -31.4% | +3.6% |
| 6M | +10.8% | +42.2% | -31.4% | +10.4% |
| YTD | -5.8% | +3.6% | -9.4% | -6.2% |
| 1Y | -2.4% | -4.8% | +2.4% | -2.8% |
| 3Y | -33.4% | +48.3% | -81.8% | -33.8% |
| 5Y | -39.4% | -20.1% | -19.4% | -40.7% |
| All | -47.1% | -10.3% | -36.8% | -48.0% |
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