-1.4%
CARR vs PCOR
-2.2%
+0.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +2.2% | +2.2% | 0.0% | +2.2% |
| 30D | -0.8% | +37.4% | -38.2% | +0.5% |
| 3M | -13.4% | +33.2% | -46.6% | -12.4% |
| 6M | -16.4% | +60.6% | -77.0% | -13.3% |
| YTD | +4.5% | +6.2% | -1.6% | +11.1% |
| 1Y | -1.4% | -1.1% | -0.3% | +8.9% |
| All | -1.4% | -2.2% | +0.9% | +8.9% |
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