+80.4%
CFG vs PCOR
-30.9%
+111.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +0.8% |
| 7D | +1.5% | -9.0% | +10.5% | +3.4% |
| 30D | -3.8% | +4.2% | -8.0% | -4.9% |
| 3M | +11.5% | +14.4% | -2.9% | +7.6% |
| 6M | +19.2% | +0.2% | +19.0% | +16.9% |
| YTD | +23.7% | -20.3% | +44.0% | +27.3% |
| 1Y | +38.8% | -16.1% | +55.0% | +40.6% |
| 3Y | +178.9% | -14.7% | +193.6% | +174.9% |
| 5Y | +101.8% | -43.2% | +144.9% | +90.9% |
| All | +80.4% | -30.9% | +111.4% | +72.4% |
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