-14.1%
PCOR vs CAPR
+122.2%
-136.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | 0.0% |
| 7D | +23.7% | +29.7% | -6.0% | +23.3% |
| 30D | +39.0% | +11.0% | +28.0% | +38.8% |
| 3M | +35.8% | +118.8% | -83.1% | +34.2% |
| 6M | +38.2% | -73.9% | +112.1% | +39.7% |
| YTD | +3.9% | -70.2% | +74.1% | +4.6% |
| 1Y | +5.7% | +38.3% | -32.6% | -1.6% |
| 3Y | +44.8% | +199.7% | -154.9% | +4.7% |
| 5Y | -19.8% | +130.6% | -150.3% | -46.7% |
| All | -14.1% | +122.2% | -136.3% | -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