+18.3%
CVS vs PCOR
-4.6%
+22.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.4% |
| 7D | -2.6% | +20.7% | -23.3% | +0.2% |
| 30D | +4.0% | +35.7% | -31.6% | +7.6% |
| 3M | -6.3% | +31.1% | -37.3% | -3.2% |
| 6M | -0.4% | +43.1% | -43.5% | +3.7% |
| YTD | +15.6% | +4.8% | +10.8% | +27.7% |
| 1Y | +18.3% | -3.7% | +22.0% | +32.5% |
| All | +18.3% | -4.6% | +22.9% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling