+14.9%
CG vs PCOR
-7.7%
+22.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.0% | -2.0% |
| 7D | -3.8% | +2.5% | -6.4% | -4.7% |
| 30D | +7.5% | +37.9% | -30.4% | -5.6% |
| 3M | -14.4% | +32.0% | -46.3% | -23.9% |
| 6M | -15.7% | +54.7% | -70.4% | -30.6% |
| YTD | -29.0% | +6.6% | -35.5% | -33.3% |
| 1Y | -22.1% | -1.7% | -20.4% | -24.3% |
| 3Y | +49.1% | +49.0% | +0.2% | +20.8% |
| 5Y | -18.4% | -12.5% | -5.8% | -28.9% |
| All | +14.9% | -7.7% | +22.6% | +0.5% |
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