-4.8%
PCOR vs CHD
+28.5%
-33.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.2% |
| 7D | +22.7% | +2.0% | +20.8% | +22.8% |
| 30D | +37.5% | +13.0% | +24.5% | +37.9% |
| 3M | +35.2% | +6.1% | +29.1% | +34.7% |
| 6M | +42.2% | +15.9% | +26.4% | +44.3% |
| YTD | +3.6% | +31.6% | -28.1% | +1.5% |
| 1Y | -4.8% | +28.5% | -33.2% | -5.9% |
| All | -4.8% | +28.5% | -33.2% | -5.9% |
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 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