+50.2%
CG vs PCOR
+43.8%
+6.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -1.2% | +22.7% | -23.9% | -9.8% |
| 30D | +5.0% | +37.5% | -32.4% | -8.7% |
| 3M | -18.2% | +35.2% | -53.4% | -28.8% |
| 6M | -20.7% | +42.2% | -63.0% | -33.4% |
| YTD | -31.4% | +3.6% | -35.0% | -33.8% |
| 1Y | -22.3% | -4.8% | -17.5% | -21.5% |
| 3Y | +50.2% | +48.3% | +1.8% | +16.2% |
| All | +50.2% | +43.8% | +6.4% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling