+154.4%
CF vs PCOR
-10.0%
+164.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | +0.4% | +23.7% | -23.3% | -1.2% |
| 30D | +2.2% | +39.0% | -36.8% | -0.3% |
| 3M | +2.1% | +35.8% | -33.6% | -0.4% |
| 6M | -6.5% | +38.2% | -44.8% | -9.2% |
| YTD | +55.6% | +3.9% | +51.6% | +54.3% |
| 1Y | +42.3% | +5.7% | +36.6% | +40.8% |
| 3Y | +55.7% | +44.8% | +11.0% | +47.1% |
| 5Y | +122.4% | -19.8% | +142.2% | +116.6% |
| All | +154.4% | -10.0% | +164.4% | +148.8% |
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