-61.8%
CPNG vs PCOR
-33.1%
-28.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | 0.0% | -2.0% |
| 7D | -6.3% | -6.9% | +0.7% | -3.8% |
| 30D | -8.7% | -1.5% | -7.2% | -8.5% |
| 3M | -2.4% | +18.5% | -20.9% | -9.6% |
| 6M | -22.3% | -4.7% | -17.7% | -23.1% |
| YTD | -37.2% | -22.8% | -14.5% | -33.0% |
| 1Y | -53.0% | -20.7% | -32.3% | -50.9% |
| 3Y | -20.0% | -14.6% | -5.5% | -25.8% |
| 5Y | -52.8% | -40.7% | -12.0% | -58.9% |
| All | -61.8% | -33.1% | -28.7% | -66.7% |
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