-38.5%
PCOR vs CPAY
+48.9%
-87.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | -9.0% | -2.5% | -6.5% | -7.4% |
| 30D | -7.0% | +1.3% | -8.3% | -7.7% |
| 3M | +18.3% | +13.5% | +4.9% | +8.7% |
| 6M | -7.8% | +24.7% | -32.5% | -21.2% |
| YTD | -25.6% | +34.9% | -60.5% | -40.7% |
| 1Y | -22.7% | +29.7% | -52.4% | -37.0% |
| 3Y | -17.7% | +49.4% | -67.1% | -41.0% |
| 5Y | -42.0% | +53.5% | -95.5% | -62.9% |
| All | -38.5% | +48.9% | -87.4% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling