+110.6%
CTVA vs PCOR
-30.9%
+141.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.4% |
| 7D | +4.9% | -9.0% | +13.9% | +5.9% |
| 30D | +11.9% | +4.2% | +7.8% | +11.3% |
| 3M | +13.7% | +14.4% | -0.8% | +11.7% |
| 6M | +13.1% | +0.2% | +13.0% | +12.2% |
| YTD | +32.0% | -20.3% | +52.2% | +34.1% |
| 1Y | +22.1% | -16.1% | +38.2% | +22.9% |
| 3Y | +77.5% | -14.7% | +92.2% | +75.5% |
| 5Y | +106.3% | -43.2% | +149.4% | +106.3% |
| All | +110.6% | -30.9% | +141.6% | +110.5% |
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