-5.5%
CARR vs PCOR
-4.3%
-1.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.9% |
| 7D | -3.3% | +22.2% | -25.5% | -2.6% |
| 30D | -3.6% | +36.0% | -39.6% | -2.4% |
| 3M | -16.3% | +34.0% | -50.3% | -15.3% |
| 6M | -19.6% | +43.5% | -63.1% | -17.3% |
| YTD | +2.5% | +5.1% | -2.6% | +9.0% |
| All | -5.5% | -4.3% | -1.2% | +5.4% |
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