+156.1%
CF vs PCOR
-10.3%
+166.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.7% |
| 7D | -3.2% | +22.7% | -25.9% | -4.6% |
| 30D | +4.3% | +37.5% | -33.1% | +1.9% |
| 3M | +2.8% | +35.2% | -32.4% | +0.3% |
| 6M | +0.6% | +42.2% | -41.6% | -2.5% |
| YTD | +56.6% | +3.6% | +53.1% | +55.4% |
| 1Y | +49.6% | -4.8% | +54.4% | +49.8% |
| 3Y | +61.5% | +48.3% | +13.1% | +52.2% |
| 5Y | +124.0% | -20.1% | +144.0% | +118.2% |
| All | +156.1% | -10.3% | +166.5% | +150.6% |
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