-14.1%
PCOR vs CHD
+35.2%
-49.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +23.7% | +5.0% | +18.7% | +23.7% |
| 30D | +39.0% | +15.3% | +23.7% | +39.1% |
| 3M | +35.8% | +7.7% | +28.0% | +35.7% |
| 6M | +38.2% | +19.8% | +18.4% | +38.7% |
| YTD | +3.9% | +34.0% | -30.1% | +4.2% |
| 1Y | +5.7% | +30.1% | -24.4% | +5.9% |
| 3Y | +44.8% | +33.0% | +11.8% | +43.2% |
| 5Y | -19.8% | +33.1% | -52.9% | -21.6% |
| All | -14.1% | +35.2% | -49.3% | -16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling