+387.3%
CAH vs PCOR
-30.9%
+418.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.4% |
| 7D | +5.4% | -9.0% | +14.3% | +5.7% |
| 30D | +3.3% | +4.2% | -0.8% | +3.1% |
| 3M | +22.8% | +14.4% | +8.4% | +22.1% |
| 6M | +11.3% | +0.2% | +11.1% | +11.0% |
| YTD | +21.1% | -20.3% | +41.4% | +21.9% |
| 1Y | +67.2% | -16.1% | +83.4% | +67.7% |
| 3Y | +195.6% | -14.7% | +210.3% | +193.9% |
| 5Y | +413.8% | -43.2% | +457.0% | +422.7% |
| All | +387.3% | -30.9% | +418.2% | +390.8% |
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 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