-39.5%
PCOR vs CGNX
-16.1%
-23.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -12.2% | +1.5% | -13.7% | -12.7% |
| 30D | -9.4% | -1.8% | -7.6% | -9.3% |
| 3M | +22.2% | +5.3% | +17.0% | +16.5% |
| 6M | -7.3% | +22.3% | -29.6% | -18.9% |
| YTD | -26.8% | +72.2% | -99.0% | -49.4% |
| 1Y | -22.2% | +39.8% | -62.1% | -40.5% |
| 3Y | -19.1% | +44.8% | -63.9% | -44.2% |
| 5Y | -42.4% | -27.0% | -15.4% | -40.1% |
| All | -39.5% | -16.1% | -23.4% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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