-56.8%
CLSK vs PCOR
-9.0%
-47.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | +1.5% | +10.7% | +11.2% |
| 7D | -3.4% | +22.2% | -25.6% | -19.1% |
| 30D | -34.2% | +36.0% | -70.2% | -49.0% |
| 3M | -43.8% | +34.0% | -77.8% | -57.4% |
| 6M | -51.3% | +43.5% | -94.8% | -66.2% |
| YTD | -31.7% | +5.1% | -36.8% | -43.3% |
| 1Y | -55.6% | -3.9% | -51.7% | -60.0% |
| 3Y | +87.3% | +52.9% | +34.3% | +10.7% |
| 5Y | -67.6% | -18.7% | -48.9% | -72.9% |
| All | -56.8% | -9.0% | -47.8% | -63.4% |
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