-3.9%
CRM vs PCOR
-43.4%
+39.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.3% |
| 7D | -8.1% | -12.2% | +4.1% | -2.5% |
| 30D | +23.1% | -9.4% | +32.5% | +29.2% |
| 3M | +42.5% | +22.2% | +20.3% | +30.5% |
| 6M | +25.3% | -7.3% | +32.6% | +28.7% |
| YTD | -7.8% | -26.8% | +19.0% | +4.3% |
| 1Y | +1.0% | -22.2% | +23.3% | +10.2% |
| 3Y | +10.0% | -19.1% | +29.1% | +11.7% |
| 5Y | -3.9% | -42.4% | +38.5% | +1.9% |
| All | -3.9% | -43.4% | +39.5% | +1.9% |
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 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