+51.2%
CG vs PCOR
+44.3%
+6.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | 0.0% | -6.5% | -6.5% |
| 7D | -1.5% | +23.7% | -25.2% | -10.4% |
| 30D | +2.8% | +39.0% | -36.2% | -11.1% |
| 3M | -19.2% | +35.8% | -55.0% | -29.8% |
| 6M | -21.0% | +38.2% | -59.2% | -32.6% |
| YTD | -31.0% | +3.9% | -34.9% | -33.5% |
| 1Y | -21.1% | +5.7% | -26.8% | -25.0% |
| All | +51.2% | +44.3% | +6.8% | +16.8% |
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