+77.0%
CME vs PCOR
-10.0%
+87.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +3.7% | +23.7% | -20.0% | +2.8% |
| 30D | +13.7% | +39.0% | -25.3% | +12.3% |
| 3M | +16.6% | +35.8% | -19.2% | +15.1% |
| 6M | +8.2% | +38.2% | -30.1% | +6.7% |
| YTD | +16.3% | +3.9% | +12.4% | +15.7% |
| 1Y | +19.1% | +5.7% | +13.4% | +18.3% |
| 3Y | +67.4% | +44.8% | +22.6% | +60.0% |
| 5Y | +71.0% | -19.8% | +90.7% | +63.8% |
| All | +77.0% | -10.0% | +87.0% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling