-42.4%
PCOR vs CGNX
-27.6%
-14.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.4% |
| 6M | -7.3% | +22.3% | -29.6% | -19.1% |
| YTD | -26.8% | +72.2% | -99.0% | -49.7% |
| 1Y | -22.2% | +39.8% | -62.1% | -40.7% |
| 3Y | -19.1% | +44.8% | -63.9% | -44.6% |
| 5Y | -42.4% | -27.0% | -15.4% | -37.5% |
| All | -42.4% | -27.6% | -14.9% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling