+69.3%
CFG vs PCOR
-10.0%
+79.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +19.7% | -17.3% | -1.5% |
| 7D | +1.8% | +21.8% | -20.1% | -2.5% |
| 30D | +3.3% | +39.5% | -36.2% | -3.7% |
| 3M | -9.8% | +35.2% | -45.1% | -15.9% |
| 6M | +5.2% | +21.7% | -16.6% | -0.5% |
| YTD | +16.1% | +3.9% | +12.2% | +12.7% |
| 1Y | +33.7% | +6.9% | +26.7% | +28.5% |
| 3Y | +181.2% | +44.8% | +136.4% | +151.3% |
| 5Y | +69.1% | -21.9% | +91.1% | +52.1% |
| All | +69.3% | -10.0% | +79.3% | +52.6% |
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