+436.9%
CAH vs PCOR
-10.3%
+447.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.5% |
| 7D | +8.5% | +22.7% | -14.2% | +7.6% |
| 30D | +17.0% | +37.5% | -20.4% | +15.7% |
| 3M | +14.6% | +35.2% | -20.6% | +13.2% |
| 6M | +42.5% | +42.2% | +0.3% | +40.4% |
| YTD | +33.5% | +3.6% | +29.9% | +33.0% |
| 1Y | +38.5% | -4.8% | +43.3% | +38.5% |
| 3Y | +179.0% | +48.3% | +130.7% | +171.2% |
| 5Y | +507.2% | -20.1% | +527.3% | +506.4% |
| All | +436.9% | -10.3% | +447.2% | +435.4% |
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