+48.9%
PCOR vs CAPR
+200.7%
-151.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | 0.0% |
| 7D | +23.7% | +29.7% | -6.0% | +23.7% |
| 30D | +39.0% | +11.0% | +28.0% | +39.0% |
| 3M | +35.8% | +118.8% | -83.1% | +35.7% |
| 6M | +38.2% | -73.9% | +112.1% | +39.1% |
| YTD | +3.9% | -70.2% | +74.1% | +4.4% |
| 1Y | +5.7% | +38.3% | -32.6% | +2.5% |
| All | +48.9% | +200.7% | -151.8% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling