+11.0%
CRM vs PCOR
-35.6%
+46.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.7% | -0.4% |
| 7D | -5.0% | -9.0% | +4.0% | -0.9% |
| 30D | +23.6% | -7.0% | +30.6% | +28.1% |
| 3M | +39.6% | +18.3% | +21.3% | +30.0% |
| 6M | +23.4% | -7.8% | +31.2% | +26.9% |
| YTD | -7.4% | -25.6% | +18.2% | +3.5% |
| 1Y | -2.3% | -22.7% | +20.4% | +6.5% |
| 3Y | +10.5% | -17.7% | +28.2% | +11.7% |
| 5Y | -4.7% | -42.0% | +37.3% | -3.0% |
| All | +11.0% | -35.6% | +46.6% | +11.9% |
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