+12.6%
CVS vs PCOR
-10.3%
+22.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.1% |
| 7D | -7.1% | +22.7% | -29.8% | -7.6% |
| 30D | -4.0% | +37.5% | -41.4% | -5.0% |
| 3M | -12.2% | +35.2% | -47.4% | -13.2% |
| 6M | -2.2% | +42.2% | -44.4% | -3.5% |
| YTD | +8.9% | +3.6% | +5.3% | +9.1% |
| 1Y | +9.9% | -4.8% | +14.6% | +10.6% |
| 3Y | +32.1% | +48.3% | -16.3% | +28.6% |
| 5Y | +5.7% | -20.1% | +25.7% | +1.9% |
| All | +12.6% | -10.3% | +22.9% | +9.5% |
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 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