+22.1%
CTVA vs PCOR
-14.7%
+36.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -1.0% |
| 7D | +4.9% | -9.0% | +13.9% | +4.7% |
| 30D | +11.9% | +4.2% | +7.8% | +12.0% |
| 3M | +13.7% | +14.4% | -0.8% | +13.8% |
| 6M | +13.1% | +0.2% | +13.0% | +13.4% |
| YTD | +32.0% | -20.3% | +52.2% | +34.0% |
| 1Y | +22.1% | -16.1% | +38.2% | +21.0% |
| All | +22.1% | -14.7% | +36.8% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling