+79.1%
CME vs PCOR
-43.0%
+122.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -0.1% |
| 7D | -1.6% | -9.0% | +7.4% | -1.3% |
| 30D | +6.2% | +4.2% | +2.1% | +6.1% |
| 3M | +10.4% | +14.4% | -4.0% | +9.8% |
| 6M | -9.5% | +0.2% | -9.7% | -9.7% |
| YTD | +6.0% | -20.3% | +26.3% | +6.6% |
| 1Y | +9.3% | -16.1% | +25.4% | +9.6% |
| 3Y | +57.7% | -14.7% | +72.4% | +55.9% |
| All | +79.1% | -43.0% | +122.1% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling