+11.8%
CG vs PCOR
-43.0%
+54.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.6% | +0.1% |
| 7D | -4.3% | -9.0% | +4.6% | -0.6% |
| 30D | -5.1% | +4.2% | -9.3% | -6.8% |
| 3M | +8.7% | +14.4% | -5.7% | +1.7% |
| 6M | -9.2% | +0.2% | -9.4% | -12.0% |
| YTD | -18.9% | -20.3% | +1.4% | -13.7% |
| 1Y | -25.6% | -16.1% | -9.5% | -23.2% |
| 3Y | +57.3% | -14.7% | +72.0% | +56.1% |
| All | +11.8% | -43.0% | +54.8% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling