-18.0%
CMG vs PCOR
+50.0%
-68.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +2.5% | +3.0% | -0.6% | +1.9% |
| 30D | +15.6% | +38.7% | -23.1% | +8.7% |
| 3M | +8.2% | +24.9% | -16.7% | +3.4% |
| 6M | +9.9% | +68.8% | -58.9% | -1.4% |
| YTD | -4.6% | +6.7% | -11.4% | -7.5% |
| 1Y | +12.4% | +3.0% | +9.4% | +9.8% |
| 3Y | -18.0% | +48.6% | -66.6% | -22.1% |
| All | -18.0% | +50.0% | -68.0% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling