-14.4%
PCOR vs CAPR
+132.6%
-147.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.0% | -0.4% |
| 7D | +22.7% | +41.1% | -18.3% | +22.3% |
| 30D | +37.5% | +11.1% | +26.4% | +37.2% |
| 3M | +35.2% | +115.3% | -80.1% | +33.7% |
| 6M | +42.2% | -73.8% | +116.1% | +43.7% |
| YTD | +3.6% | -68.8% | +72.4% | +4.2% |
| 1Y | -4.8% | +43.3% | -48.1% | -11.3% |
| 3Y | +48.3% | +214.7% | -166.3% | +7.1% |
| 5Y | -20.1% | +141.3% | -161.4% | -46.9% |
| All | -14.4% | +132.6% | -147.0% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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