-27.4%
CRM vs PCOR
-17.9%
-9.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -3.9% | +20.7% | -24.6% | -12.7% |
| 30D | -6.8% | +35.7% | -42.5% | -19.8% |
| 3M | +8.3% | +31.1% | -22.8% | -5.3% |
| 6M | +17.9% | +43.1% | -25.2% | -1.3% |
| YTD | -18.9% | +4.8% | -23.7% | -23.2% |
| 1Y | -10.9% | -3.7% | -7.3% | -12.6% |
| 3Y | +1.8% | +46.5% | -44.7% | -21.3% |
| 5Y | -27.4% | -17.3% | -10.1% | -31.3% |
| All | -27.4% | -17.9% | -9.5% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling