+44.9%
CARR vs PCOR
-33.1%
+78.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.1% | -0.3% |
| 7D | +3.2% | -6.9% | +10.2% | +4.9% |
| 30D | -7.7% | -1.5% | -6.1% | -7.6% |
| 3M | -11.9% | +18.5% | -30.4% | -16.0% |
| 6M | +2.0% | -4.7% | +6.7% | +1.2% |
| YTD | +13.2% | -22.8% | +35.9% | +17.7% |
| 1Y | -8.5% | -20.7% | +12.2% | -6.1% |
| 3Y | +5.0% | -14.6% | +19.5% | +2.2% |
| 5Y | +12.0% | -40.7% | +52.7% | +7.1% |
| All | +44.9% | -33.1% | +78.1% | +39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling