-12.2%
PCOR vs CHD
+35.7%
-47.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +37.4% | +11.6% | +25.9% | +37.5% |
| 3M | +33.2% | +10.7% | +22.5% | +33.2% |
| 6M | +60.6% | +20.2% | +40.4% | +61.1% |
| YTD | +6.2% | +34.5% | -28.3% | +6.4% |
| 1Y | -1.1% | +32.6% | -33.6% | -0.9% |
| 3Y | +48.4% | +29.1% | +19.3% | +47.0% |
| 5Y | -13.1% | +31.5% | -44.6% | -15.4% |
| All | -12.2% | +35.7% | -47.9% | -14.9% |
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