+112.0%
CF vs PCOR
-21.0%
+133.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +19.7% | -24.1% | -5.6% |
| 7D | -6.9% | +21.8% | -28.7% | -8.2% |
| 30D | -3.7% | +39.5% | -43.3% | -6.1% |
| 3M | -5.0% | +35.2% | -40.2% | -7.3% |
| 6M | -10.5% | +21.7% | -32.2% | -12.1% |
| YTD | +46.5% | +3.9% | +42.6% | +45.5% |
| 1Y | +34.8% | +6.9% | +27.9% | +33.3% |
| 3Y | +46.7% | +44.8% | +1.9% | +38.3% |
| 5Y | +112.0% | -21.9% | +133.9% | +117.9% |
| All | +112.0% | -21.0% | +133.0% | +117.9% |
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 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