+46.5%
PCOR vs CHD
+29.0%
+17.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +20.7% | +2.4% | +18.3% | +20.7% |
| 30D | +35.7% | +13.9% | +21.8% | +36.3% |
| 3M | +31.1% | +8.5% | +22.5% | +31.2% |
| 6M | +43.1% | +20.4% | +22.8% | +44.9% |
| YTD | +4.8% | +34.5% | -29.7% | +6.5% |
| 1Y | -3.7% | +33.8% | -37.4% | -2.2% |
| 3Y | +46.5% | +29.1% | +17.4% | +50.8% |
| All | +46.5% | +29.0% | +17.5% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling