+33.2%
CMG vs PCOR
-9.0%
+42.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +3.4% |
| 7D | +8.6% | +22.2% | -13.6% | +3.1% |
| 30D | +13.1% | +36.0% | -22.9% | +4.4% |
| 3M | +9.0% | +34.0% | -25.0% | +0.5% |
| 6M | +10.0% | +43.5% | -33.5% | -1.2% |
| YTD | -3.4% | +5.1% | -8.5% | -7.2% |
| 1Y | +16.8% | -3.9% | +20.8% | +14.9% |
| 3Y | -14.7% | +52.9% | -67.6% | -30.1% |
| 5Y | -1.5% | -18.7% | +17.1% | -12.9% |
| All | +33.2% | -9.0% | +42.2% | +16.5% |
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