-0.8%
CRM vs PCOR
-7.6%
+6.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +2.0% | +3.0% | -1.1% | +0.7% |
| 30D | -7.7% | +38.7% | -46.4% | -20.6% |
| 3M | +8.4% | +24.9% | -16.5% | -2.5% |
| 6M | +31.9% | +68.8% | -36.8% | +4.2% |
| YTD | -17.2% | +6.7% | -23.9% | -22.0% |
| 1Y | -8.6% | +3.0% | -11.6% | -12.6% |
| 3Y | +3.1% | +48.6% | -45.5% | -18.9% |
| 5Y | -27.6% | -12.7% | -14.9% | -37.9% |
| All | -0.8% | -7.6% | +6.8% | -15.6% |
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 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