+62.8%
CNQ vs PCOR
+4.0%
+58.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +19.7% | -27.1% | -5.1% |
| 7D | -9.4% | +21.8% | -31.3% | -7.1% |
| 30D | +2.8% | +39.5% | -36.8% | +6.5% |
| 3M | +8.5% | +35.2% | -26.8% | +12.3% |
| 6M | +6.4% | +21.7% | -15.3% | +9.3% |
| YTD | +50.9% | +3.9% | +47.0% | +49.0% |
| 1Y | +62.8% | +6.9% | +55.9% | +61.6% |
| All | +62.8% | +4.0% | +58.8% | +61.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling