+10.9%
CG vs PCOR
-10.3%
+21.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -1.2% | +22.7% | -23.9% | -9.2% |
| 30D | +5.0% | +37.5% | -32.4% | -7.7% |
| 3M | -18.2% | +35.2% | -53.4% | -28.0% |
| 6M | -20.7% | +42.2% | -63.0% | -32.6% |
| YTD | -31.4% | +3.6% | -35.0% | -34.9% |
| 1Y | -22.3% | -4.8% | -17.5% | -23.5% |
| 3Y | +50.2% | +48.3% | +1.8% | +21.8% |
| 5Y | -22.1% | -20.1% | -2.0% | -30.8% |
| All | +10.9% | -10.3% | +21.3% | -1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling