-15.6%
CLSK vs PCOR
-33.1%
+17.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.2% | +9.4% | +8.5% |
| 7D | +21.9% | -6.9% | +28.8% | +27.9% |
| 30D | +9.6% | -1.5% | +11.1% | +8.9% |
| 3M | -18.4% | +18.5% | -36.9% | -31.3% |
| 6M | +46.4% | -4.7% | +51.0% | +38.4% |
| YTD | +33.2% | -22.8% | +56.0% | +44.7% |
| 1Y | +47.0% | -20.7% | +67.7% | +55.0% |
| 3Y | +206.4% | -14.6% | +220.9% | +187.1% |
| 5Y | +5.4% | -40.7% | +46.1% | +14.9% |
| All | -15.6% | -33.1% | +17.5% | -6.6% |
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