+51.5%
CART vs PCOR
-8.2%
+59.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | -0.3% |
| 7D | +1.0% | -9.0% | +10.0% | +3.2% |
| 30D | +12.6% | +4.2% | +8.4% | +11.5% |
| 3M | +23.1% | +14.4% | +8.7% | +18.8% |
| 6M | +39.5% | +0.2% | +39.4% | +37.6% |
| YTD | +13.5% | -20.3% | +33.8% | +16.4% |
| 1Y | +14.9% | -16.1% | +31.0% | +16.0% |
| All | +51.5% | -8.2% | +59.7% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling