-7.4%
CNH vs PCOR
-7.6%
+0.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +3.0% | +3.0% | 0.0% | +2.5% |
| 30D | -0.6% | +38.7% | -39.3% | -6.4% |
| 3M | +14.6% | +24.9% | -10.2% | +9.5% |
| 6M | +11.8% | +68.8% | -57.0% | -0.4% |
| YTD | +30.4% | +6.7% | +23.7% | +26.6% |
| 1Y | +19.1% | +3.0% | +16.1% | +16.5% |
| 3Y | +30.2% | +48.6% | -18.4% | +14.4% |
| 5Y | -17.8% | -12.7% | -5.1% | -24.5% |
| All | -7.4% | -7.6% | +0.2% | -13.9% |
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