+16.5%
CME vs PCOR
+1.3%
+15.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | +3.9% | +3.0% | +0.9% | +3.8% |
| 30D | +11.3% | +38.7% | -27.3% | +9.9% |
| 3M | +19.6% | +24.9% | -5.3% | +17.9% |
| 6M | +8.1% | +68.8% | -60.7% | +6.1% |
| YTD | +20.4% | +6.7% | +13.7% | +18.6% |
| 1Y | +16.5% | +3.0% | +13.5% | +15.0% |
| All | +16.5% | +1.3% | +15.2% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling