+36.6%
CTVA vs PCOR
-11.9%
+48.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.6% |
| 7D | -20.8% | +3.0% | -23.8% | -21.0% |
| 30D | -29.6% | +38.7% | -68.3% | -31.9% |
| 3M | -16.9% | +24.9% | -41.7% | -18.9% |
| 6M | -24.3% | +68.8% | -93.0% | -28.6% |
| YTD | -5.6% | +6.7% | -12.3% | -6.9% |
| 1Y | -4.2% | +3.0% | -7.2% | -5.1% |
| 3Y | +43.3% | +48.6% | -5.3% | +34.9% |
| All | +36.6% | -11.9% | +48.5% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling