+34.3%
CP vs PCOR
-43.0%
+77.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +0.9% |
| 7D | -2.7% | -9.0% | +6.3% | -1.6% |
| 30D | +0.2% | +4.2% | -4.0% | -0.4% |
| 3M | +2.6% | +14.4% | -11.8% | +0.5% |
| 6M | +6.0% | +0.2% | +5.8% | +4.9% |
| YTD | +24.9% | -20.3% | +45.2% | +27.3% |
| 1Y | +20.1% | -16.1% | +36.2% | +20.9% |
| 3Y | +16.4% | -14.7% | +31.1% | +14.3% |
| All | +34.3% | -43.0% | +77.3% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling