-34.1%
PCOR vs CGNX
-15.3%
-18.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.4% | -6.7% | -5.2% |
| 7D | -9.0% | +3.0% | -11.9% | -10.0% |
| 30D | +4.2% | -11.8% | +16.0% | +8.8% |
| 3M | +14.4% | -3.6% | +18.0% | +13.4% |
| 6M | +0.2% | +17.4% | -17.2% | -10.8% |
| YTD | -20.3% | +73.7% | -94.0% | -45.1% |
| 1Y | -16.1% | +41.5% | -57.7% | -36.2% |
| 3Y | -14.7% | +34.1% | -48.8% | -37.7% |
| 5Y | -43.2% | -27.3% | -15.9% | -40.9% |
| All | -34.1% | -15.3% | -18.7% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling