+12.8%
CRM vs PCOR
-17.1%
+29.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.7% | -2.5% |
| 7D | -3.5% | -6.9% | +3.4% | -0.3% |
| 30D | +29.3% | -1.5% | +30.8% | +30.7% |
| 3M | +36.8% | +18.5% | +18.3% | +27.3% |
| 6M | +23.9% | -4.7% | +28.6% | +24.8% |
| YTD | -5.5% | -22.8% | +17.3% | +2.3% |
| 1Y | -0.4% | -20.7% | +20.3% | +6.0% |
| 3Y | +12.8% | -14.6% | +27.3% | +16.3% |
| All | +12.8% | -17.1% | +29.8% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling