+64.0%
CFG vs PCOR
-10.0%
+74.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -2.2% | +23.7% | -25.9% | -6.5% |
| 30D | +0.4% | +39.0% | -38.6% | -6.3% |
| 3M | -12.6% | +35.8% | -48.3% | -18.5% |
| 6M | +0.6% | +38.2% | -37.6% | -7.3% |
| YTD | +12.4% | +3.9% | +8.5% | +9.1% |
| 1Y | +27.7% | +5.7% | +22.0% | +23.1% |
| 3Y | +172.4% | +44.8% | +127.6% | +143.4% |
| 5Y | +64.0% | -19.8% | +83.7% | +47.3% |
| All | +64.0% | -10.0% | +74.0% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling