+6.9%
PCOR vs CHD
+30.9%
-24.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +2.6% | +17.0% | +19.5% |
| 7D | +21.8% | +6.9% | +14.9% | +21.7% |
| 30D | +39.5% | +17.1% | +22.4% | +40.0% |
| 3M | +35.2% | +9.1% | +26.1% | +34.7% |
| 6M | +21.7% | +21.4% | +0.4% | +24.9% |
| YTD | +3.9% | +34.9% | -30.9% | +3.5% |
| 1Y | +6.9% | +31.0% | -24.1% | +7.1% |
| All | +6.9% | +30.9% | -24.0% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling