-57.7%
CSGP vs PCOR
+44.3%
-102.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +19.7% | -15.7% | -2.6% |
| 7D | +18.3% | +21.8% | -3.5% | +10.2% |
| 30D | +17.8% | +39.5% | -21.7% | +4.8% |
| 3M | +9.3% | +35.2% | -26.0% | -2.0% |
| 6M | -7.9% | +21.7% | -29.7% | -16.0% |
| YTD | -51.5% | +3.9% | -55.5% | -54.3% |
| 1Y | -53.3% | +6.9% | -60.3% | -56.5% |
| All | -57.7% | +44.3% | -102.0% | -66.2% |
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