-61.9%
CSGP vs PCOR
-10.0%
-51.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +13.9% | +23.7% | -9.8% | +5.5% |
| 30D | +16.0% | +39.0% | -23.0% | +3.2% |
| 3M | +6.1% | +35.8% | -29.7% | -5.1% |
| 6M | -8.2% | +38.2% | -46.4% | -19.0% |
| YTD | -52.3% | +3.9% | -56.3% | -54.4% |
| 1Y | -54.5% | +5.7% | -60.2% | -56.9% |
| 3Y | -58.6% | +44.8% | -103.4% | -66.3% |
| 5Y | -61.5% | -19.8% | -41.7% | -66.8% |
| All | -61.9% | -10.0% | -51.9% | -67.3% |
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 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