-63.3%
CSGP vs PCOR
-30.9%
-32.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +1.8% | -1.0% |
| 7D | -4.1% | -9.0% | +4.9% | -1.0% |
| 30D | +2.3% | +4.2% | -1.8% | +0.9% |
| 3M | -8.2% | +14.4% | -22.6% | -12.6% |
| 6M | -35.1% | +0.2% | -35.2% | -36.1% |
| YTD | -54.0% | -20.3% | -33.8% | -51.5% |
| 1Y | -65.3% | -16.1% | -49.2% | -64.3% |
| 3Y | -62.6% | -14.7% | -47.8% | -63.5% |
| 5Y | -64.8% | -43.2% | -21.7% | -66.4% |
| All | -63.3% | -30.9% | -32.3% | -65.3% |
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