+115.8%
CF vs PCOR
-17.9%
+133.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.8% | +2.6% |
| 7D | +4.8% | +20.7% | -16.0% | +3.3% |
| 30D | +9.7% | +35.7% | -26.0% | +7.2% |
| 3M | +1.2% | +31.1% | -29.8% | -1.0% |
| 6M | +7.4% | +43.1% | -35.8% | +4.0% |
| YTD | +60.5% | +4.8% | +55.7% | +59.3% |
| 1Y | +50.7% | -3.7% | +54.4% | +50.9% |
| 3Y | +64.8% | +46.5% | +18.3% | +55.3% |
| 5Y | +115.8% | -17.3% | +133.1% | +119.3% |
| All | +115.8% | -17.9% | +133.7% | +119.3% |
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