+90.1%
CTVA vs PCOR
-10.3%
+100.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +2.2% | +22.7% | -20.5% | +0.1% |
| 30D | -17.6% | +37.5% | -55.1% | -20.3% |
| 3M | +3.4% | +35.2% | -31.8% | 0.0% |
| 6M | -2.6% | +42.2% | -44.8% | -6.6% |
| YTD | +19.1% | +3.6% | +15.6% | +17.7% |
| 1Y | +26.8% | -4.8% | +31.5% | +26.5% |
| 3Y | +63.9% | +48.3% | +15.5% | +54.2% |
| 5Y | +75.7% | -20.1% | +95.8% | +70.5% |
| All | +90.1% | -10.3% | +100.5% | +84.7% |
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