+516.7%
CAH vs PCOR
-11.9%
+528.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +3.5% | +3.0% | +0.4% | +3.4% |
| 30D | +13.5% | +38.7% | -25.2% | +12.4% |
| 3M | +21.8% | +24.9% | -3.0% | +20.9% |
| 6M | +51.5% | +68.8% | -17.3% | +49.0% |
| YTD | +38.1% | +6.7% | +31.4% | +37.6% |
| 1Y | +37.7% | +3.0% | +34.7% | +37.4% |
| 3Y | +179.6% | +48.6% | +131.0% | +173.8% |
| All | +516.7% | -11.9% | +528.6% | +498.8% |
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