-7.3%
CARR vs PCOR
-23.7%
+16.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.7% | -2.1% |
| 7D | +0.6% | -9.0% | +9.7% | +0.3% |
| 30D | -8.7% | -7.0% | -1.7% | -8.8% |
| 3M | -18.4% | +18.3% | -36.7% | -17.1% |
| 6M | -0.6% | -7.8% | +7.2% | +1.4% |
| YTD | +10.9% | -25.6% | +36.5% | +16.1% |
| 1Y | -7.3% | -22.7% | +15.4% | -3.4% |
| All | -7.3% | -23.7% | +16.4% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling