-60.5%
CPNG vs PCOR
-30.9%
-29.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.8% | +0.2% |
| 7D | -7.4% | -9.0% | +1.5% | -4.2% |
| 30D | -4.4% | +4.2% | -8.6% | -6.2% |
| 3M | -7.5% | +14.4% | -21.9% | -13.0% |
| 6M | -19.9% | +0.2% | -20.1% | -22.2% |
| YTD | -35.2% | -20.3% | -14.9% | -31.6% |
| 1Y | -46.8% | -16.1% | -30.6% | -45.7% |
| 3Y | -20.2% | -14.7% | -5.4% | -25.5% |
| 5Y | -48.4% | -43.2% | -5.3% | -55.8% |
| All | -60.5% | -30.9% | -29.6% | -66.0% |
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