-46.0%
CPNG vs PCOR
-11.9%
-34.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -6.8% | +3.0% | -9.8% | -7.9% |
| 30D | +5.5% | +38.7% | -33.2% | -7.7% |
| 3M | -6.8% | +24.9% | -31.6% | -15.4% |
| 6M | -4.8% | +68.8% | -73.6% | -24.8% |
| YTD | -35.6% | +6.7% | -42.3% | -39.6% |
| 1Y | -46.8% | +3.0% | -49.8% | -49.3% |
| 3Y | -0.8% | +48.6% | -49.4% | -29.3% |
| All | -46.0% | -11.9% | -34.2% | -57.6% |
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 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