-57.6%
CPNG vs PCOR
-9.0%
-48.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.2% |
| 7D | +11.7% | +22.2% | -10.5% | +3.5% |
| 30D | +3.8% | +36.0% | -32.2% | -7.7% |
| 3M | +1.2% | +34.0% | -32.8% | -10.1% |
| 6M | -3.3% | +43.5% | -46.8% | -17.3% |
| YTD | -30.4% | +5.1% | -35.5% | -34.1% |
| 1Y | -43.1% | -3.9% | -39.2% | -44.2% |
| 3Y | +8.2% | +52.9% | -44.7% | -20.9% |
| 5Y | -44.7% | -18.7% | -26.1% | -57.2% |
| All | -57.6% | -9.0% | -48.6% | -67.2% |
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