-14.1%
PCOR vs CAPR
+130.5%
-144.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +8.3% | +11.4% | +19.6% |
| 7D | +21.8% | +43.2% | -21.3% | +21.3% |
| 30D | +39.5% | +14.7% | +24.9% | +39.3% |
| 3M | +35.2% | +113.9% | -78.7% | +33.7% |
| 6M | +21.7% | -73.4% | +95.1% | +23.0% |
| YTD | +3.9% | -69.1% | +73.0% | +4.5% |
| 1Y | +6.9% | +47.2% | -40.2% | -0.7% |
| 3Y | +44.8% | +210.8% | -166.0% | +4.6% |
| 5Y | -21.9% | +134.1% | -156.0% | -47.9% |
| All | -14.1% | +130.5% | -144.6% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling