+20.6%
CVS vs PCOR
-8.1%
+28.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +10.4% | +2.2% | +8.2% | +10.4% |
| 30D | +3.3% | +37.4% | -34.2% | +2.3% |
| 3M | -4.5% | +33.2% | -37.7% | -5.4% |
| 6M | -4.4% | +60.6% | -65.0% | -6.2% |
| YTD | +16.6% | +6.2% | +10.4% | +16.8% |
| 1Y | +15.3% | -1.1% | +16.4% | +16.0% |
| 3Y | +48.6% | +48.4% | +0.1% | +44.8% |
| 5Y | +12.9% | -13.1% | +26.0% | +8.6% |
| All | +20.6% | -8.1% | +28.6% | +17.2% |
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