-34.1%
PCOR vs CHD
+19.7%
-53.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.2% | -4.3% |
| 7D | -9.0% | -2.7% | -6.3% | -9.0% |
| 30D | +4.2% | -4.6% | +8.8% | +4.1% |
| 3M | +14.4% | +5.0% | +9.4% | +14.7% |
| 6M | +0.2% | -3.2% | +3.4% | +0.4% |
| YTD | -20.3% | +18.6% | -38.9% | -20.1% |
| 1Y | -16.1% | +4.8% | -21.0% | -16.1% |
| 3Y | -14.7% | +6.1% | -20.8% | -15.1% |
| 5Y | -43.2% | +24.0% | -67.1% | -43.3% |
| All | -34.1% | +19.7% | -53.8% | -36.1% |
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