-58.0%
CPNG vs PCOR
-10.3%
-47.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +13.4% | +22.7% | -9.4% | +4.9% |
| 30D | +10.0% | +37.5% | -27.5% | -2.5% |
| 3M | -0.4% | +35.2% | -35.6% | -11.7% |
| 6M | -8.9% | +42.2% | -51.2% | -21.8% |
| YTD | -30.9% | +3.6% | -34.5% | -34.3% |
| 1Y | -43.8% | -4.8% | -39.1% | -44.7% |
| 3Y | -2.5% | +48.3% | -50.8% | -27.9% |
| 5Y | -45.6% | -20.1% | -25.5% | -57.6% |
| All | -58.0% | -10.3% | -47.6% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling