-27.8%
CIFR vs PCOR
-7.7%
-20.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.7% | +7.2% | +8.0% |
| 7D | +9.4% | +2.5% | +6.8% | +7.9% |
| 30D | -45.3% | +37.9% | -83.2% | -56.8% |
| 3M | -58.7% | +32.0% | -90.7% | -67.4% |
| 6M | -64.9% | +54.7% | -119.7% | -76.3% |
| YTD | -51.8% | +6.6% | -58.4% | -60.8% |
| 1Y | -61.9% | -1.7% | -60.2% | -66.6% |
| 3Y | +138.6% | +49.0% | +89.6% | +53.6% |
| 5Y | -13.0% | -12.5% | -0.4% | -33.8% |
| All | -27.8% | -7.7% | -20.1% | -44.8% |
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 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