-12.2%
PCOR vs CAPR
+164.6%
-176.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.7% | +8.4% | -0.3% |
| 7D | +2.2% | +19.1% | -16.9% | +1.9% |
| 30D | +37.4% | +48.8% | -11.4% | +36.7% |
| 3M | +33.2% | +144.4% | -111.2% | +31.5% |
| 6M | +60.6% | -67.5% | +128.1% | +61.7% |
| YTD | +6.2% | -64.5% | +70.7% | +6.6% |
| 1Y | -1.1% | +74.4% | -75.5% | -8.5% |
| 3Y | +48.4% | +265.7% | -217.3% | +6.6% |
| 5Y | -13.1% | +196.0% | -209.1% | -43.1% |
| All | -12.2% | +164.6% | -176.8% | -47.2% |
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