-34.1%
PCOR vs CAPR
+142.9%
-177.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -4.3% |
| 7D | -9.0% | -2.0% | -7.0% | -8.9% |
| 30D | +4.2% | +139.2% | -135.0% | +2.9% |
| 3M | +14.4% | -66.4% | +80.8% | +15.3% |
| 6M | +0.2% | -63.1% | +63.3% | +0.7% |
| YTD | -20.3% | -67.4% | +47.2% | -19.8% |
| 1Y | -16.1% | +58.2% | -74.4% | -22.6% |
| 3Y | -14.7% | +42.2% | -56.9% | -32.1% |
| 5Y | -43.2% | +87.3% | -130.4% | -60.7% |
| All | -34.1% | +142.9% | -177.0% | -60.2% |
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