+94.4%
CTVA vs PCOR
-9.2%
+103.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +2.4% | +20.7% | -18.3% | +0.4% |
| 30D | -8.1% | +35.7% | -43.8% | -10.9% |
| 3M | +6.3% | +31.1% | -24.8% | +3.1% |
| 6M | +0.4% | +43.1% | -42.7% | -3.8% |
| YTD | +21.8% | +4.8% | +17.0% | +20.2% |
| 1Y | +24.9% | -3.7% | +28.5% | +24.5% |
| 3Y | +92.3% | +46.5% | +45.8% | +81.0% |
| 5Y | +78.9% | -17.3% | +96.2% | +72.9% |
| All | +94.4% | -9.2% | +103.7% | +88.7% |
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