-13.1%
PCOR vs CHD
+35.2%
-48.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +1.5% |
| 7D | +22.2% | +0.8% | +21.4% | +22.2% |
| 30D | +36.0% | +13.5% | +22.6% | +36.1% |
| 3M | +34.0% | +8.1% | +25.9% | +33.9% |
| 6M | +43.5% | +19.9% | +23.6% | +44.0% |
| YTD | +5.1% | +34.0% | -28.9% | +5.4% |
| 1Y | -3.9% | +29.8% | -33.8% | -3.7% |
| 3Y | +52.9% | +28.7% | +24.2% | +51.4% |
| 5Y | -18.7% | +31.8% | -50.4% | -20.7% |
| All | -13.1% | +35.2% | -48.3% | -15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling