+16.4%
PCOR vs CAI
-11.3%
+27.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.2% |
| 7D | +2.2% | -8.0% | +10.1% | +3.0% |
| 30D | +37.4% | -18.9% | +56.3% | +39.6% |
| 3M | +33.2% | +7.6% | +25.6% | +30.5% |
| 6M | +60.6% | +43.0% | +17.6% | +51.9% |
| YTD | +6.2% | -11.2% | +17.4% | +2.6% |
| 1Y | -1.1% | -3.3% | +2.2% | -4.5% |
| All | +16.4% | -11.3% | +27.7% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling