+8.6%
CARR vs PCOR
-12.2%
+20.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.3% | +1.8% |
| 7D | +1.6% | -9.0% | +10.5% | +3.3% |
| 30D | -8.7% | +4.2% | -12.9% | -9.6% |
| 3M | -12.6% | +14.4% | -27.0% | -15.0% |
| 6M | -1.5% | +0.2% | -1.7% | -2.5% |
| YTD | +14.3% | -20.3% | +34.6% | +20.0% |
| 1Y | -4.6% | -16.1% | +11.6% | -2.1% |
| All | +8.6% | -12.2% | +20.9% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling