+76.3%
CME vs PCOR
-10.3%
+86.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | +0.9% | +22.7% | -21.8% | +0.1% |
| 30D | +13.2% | +37.5% | -24.3% | +11.8% |
| 3M | +16.3% | +35.2% | -18.9% | +14.8% |
| 6M | +7.1% | +42.2% | -35.1% | +5.6% |
| YTD | +15.8% | +3.6% | +12.3% | +15.2% |
| 1Y | +17.1% | -4.8% | +21.8% | +16.8% |
| 3Y | +63.2% | +48.3% | +14.8% | +55.7% |
| 5Y | +70.2% | -20.1% | +90.3% | +63.1% |
| All | +76.3% | -10.3% | +86.6% | +69.5% |
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