-14.6%
PCOR vs CLBK
+51.7%
-66.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -9.0% | +1.2% | -10.2% | -9.4% |
| 30D | +4.2% | +9.1% | -5.0% | +0.4% |
| 3M | +14.4% | +27.7% | -13.3% | +3.3% |
| 6M | +0.2% | +40.8% | -40.7% | -13.6% |
| YTD | -20.3% | +66.4% | -86.6% | -36.2% |
| 1Y | -16.1% | +72.4% | -88.5% | -34.3% |
| All | -14.6% | +51.7% | -66.3% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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