-18.3%
PCOR vs CGNX
+44.3%
-62.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.1% | -3.5% |
| 7D | -9.0% | +3.2% | -12.2% | -9.7% |
| 30D | -7.0% | -3.7% | -3.2% | -6.5% |
| 3M | +18.3% | +1.0% | +17.3% | +16.3% |
| 6M | -7.8% | +22.1% | -29.9% | -14.9% |
| YTD | -25.6% | +72.7% | -98.3% | -41.3% |
| 1Y | -22.7% | +40.4% | -63.1% | -34.2% |
| All | -18.3% | +44.3% | -62.6% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling