+14.5%
CVS vs PCOR
-9.0%
+23.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.6% |
| 7D | -3.7% | +22.2% | -25.9% | -4.2% |
| 30D | -0.3% | +36.0% | -36.4% | -1.3% |
| 3M | -10.3% | +34.0% | -44.3% | -11.2% |
| 6M | -4.6% | +43.5% | -48.1% | -5.9% |
| YTD | +10.7% | +5.1% | +5.6% | +10.9% |
| 1Y | +11.2% | -3.9% | +15.2% | +12.0% |
| 3Y | +43.0% | +52.9% | -9.9% | +39.1% |
| 5Y | +8.6% | -18.7% | +27.3% | +4.7% |
| All | +14.5% | -9.0% | +23.5% | +11.3% |
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