-61.3%
CSGP vs PCOR
-10.0%
-51.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +19.7% | -15.7% | -2.6% |
| 7D | +18.3% | +21.8% | -3.5% | +10.1% |
| 30D | +17.8% | +39.5% | -21.7% | +4.7% |
| 3M | +9.3% | +35.2% | -26.0% | -2.1% |
| 6M | -7.9% | +21.7% | -29.7% | -15.6% |
| YTD | -51.5% | +3.9% | -55.5% | -53.6% |
| 1Y | -53.3% | +6.9% | -60.3% | -55.9% |
| 3Y | -57.9% | +44.8% | -102.7% | -65.7% |
| 5Y | -61.3% | -21.9% | -39.4% | -66.5% |
| All | -61.3% | -10.0% | -51.3% | -66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling