-20.1%
PCOR vs CHD
+30.9%
-51.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.3% |
| 7D | +22.7% | +2.0% | +20.8% | +22.7% |
| 30D | +37.5% | +13.0% | +24.5% | +37.5% |
| 3M | +35.2% | +6.1% | +29.1% | +35.1% |
| 6M | +42.2% | +15.9% | +26.4% | +42.5% |
| YTD | +3.6% | +31.6% | -28.1% | +3.5% |
| 1Y | -4.8% | +28.5% | -33.2% | -4.8% |
| 3Y | +48.3% | +30.5% | +17.9% | +45.9% |
| All | -20.1% | +30.9% | -51.0% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling