+29.0%
CVS vs PCOR
-30.9%
+59.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -0.3% |
| 7D | +4.0% | -9.0% | +12.9% | +4.3% |
| 30D | -2.4% | +4.2% | -6.6% | -2.6% |
| 3M | +2.7% | +14.4% | -11.8% | +1.9% |
| 6M | +21.9% | +0.2% | +21.7% | +21.6% |
| YTD | +24.7% | -20.3% | +45.0% | +26.1% |
| 1Y | +35.4% | -16.1% | +51.6% | +36.3% |
| 3Y | +65.2% | -14.7% | +79.9% | +64.3% |
| 5Y | +30.5% | -43.2% | +73.7% | +27.0% |
| All | +29.0% | -30.9% | +59.9% | +26.5% |
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