+15.0%
PCOR vs CAI
-9.5%
+24.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.2% |
| 7D | +20.7% | -25.6% | +46.4% | +23.9% |
| 30D | +35.7% | -17.7% | +53.4% | +37.6% |
| 3M | +31.1% | +4.4% | +26.7% | +28.8% |
| 6M | +43.1% | +51.3% | -8.1% | +34.6% |
| YTD | +4.8% | -9.5% | +14.3% | +1.1% |
| 1Y | -3.7% | -1.5% | -2.2% | -7.1% |
| All | +15.0% | -9.5% | +24.5% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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