-17.4%
CPNG vs PCOR
-12.2%
-5.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.8% | -0.5% |
| 7D | -7.4% | -9.0% | +1.5% | -5.6% |
| 30D | -4.4% | +4.2% | -8.6% | -5.4% |
| 3M | -7.5% | +14.4% | -21.9% | -10.5% |
| 6M | -19.9% | +0.2% | -20.1% | -21.0% |
| YTD | -35.2% | -20.3% | -14.9% | -32.8% |
| 1Y | -46.8% | -16.1% | -30.6% | -45.8% |
| All | -17.4% | -12.2% | -5.2% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling