+31.3%
CARR vs PCOR
-9.0%
+40.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.5% |
| 7D | -3.3% | +22.2% | -25.5% | -7.8% |
| 30D | -3.6% | +36.0% | -39.6% | -10.2% |
| 3M | -16.3% | +34.0% | -50.3% | -22.2% |
| 6M | -19.6% | +43.5% | -63.1% | -26.9% |
| YTD | +2.5% | +5.1% | -2.6% | -0.9% |
| 1Y | -5.8% | -3.9% | -1.9% | -6.7% |
| 3Y | +10.2% | +52.9% | -42.7% | -6.6% |
| 5Y | +4.7% | -18.7% | +23.3% | -6.8% |
| All | +31.3% | -9.0% | +40.3% | +17.3% |
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