+1.0%
CRM vs PCOR
-24.1%
+25.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.5% |
| 7D | -8.1% | -12.2% | +4.1% | -1.0% |
| 30D | +23.1% | -9.4% | +32.5% | +30.8% |
| 3M | +42.5% | +22.2% | +20.3% | +28.6% |
| 6M | +25.3% | -7.3% | +32.6% | +27.1% |
| YTD | -7.8% | -26.8% | +19.0% | -0.1% |
| 1Y | +1.0% | -22.2% | +23.3% | +8.3% |
| All | +1.0% | -24.1% | +25.1% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling