+9.7%
CCL vs PCOR
-10.3%
+20.1%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | +3.1% | +22.7% | -19.6% | -6.0% |
| 30D | +13.7% | +37.5% | -23.8% | -1.5% |
| 3M | +3.8% | +35.2% | -31.4% | -10.5% |
| 6M | +9.3% | +42.2% | -33.0% | -9.5% |
| YTD | -1.1% | +3.6% | -4.6% | -7.8% |
| 1Y | +14.6% | -4.8% | +19.3% | +11.2% |
| 3Y | +146.4% | +48.3% | +98.1% | +82.8% |
| 5Y | +21.9% | -20.1% | +41.9% | -5.4% |
| All | +9.7% | -10.3% | +20.1% | -14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling