-22.1%
CG vs PCOR
-1.9%
-20.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.0% | -1.8% |
| 7D | -3.8% | +2.5% | -6.4% | -4.4% |
| 30D | +7.5% | +37.9% | -30.4% | -1.2% |
| 3M | -14.4% | +32.0% | -46.3% | -20.5% |
| 6M | -15.7% | +54.7% | -70.4% | -24.6% |
| YTD | -29.0% | +6.6% | -35.5% | -25.0% |
| 1Y | -22.1% | -1.7% | -20.4% | -12.9% |
| All | -22.1% | -1.9% | -20.2% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling