-11.9%
PCOR vs CPAY
+69.4%
-81.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.3% |
| 7D | +2.5% | +10.4% | -7.8% | -4.4% |
| 30D | +37.9% | +16.2% | +21.7% | +24.4% |
| 3M | +32.0% | +13.7% | +18.2% | +20.9% |
| 6M | +54.7% | +35.2% | +19.5% | +26.1% |
| YTD | +6.6% | +53.5% | -46.9% | -22.3% |
| 1Y | -1.7% | +58.9% | -60.6% | -30.4% |
| 3Y | +49.0% | +99.8% | -50.8% | -13.4% |
| 5Y | -12.5% | +93.3% | -105.8% | -49.9% |
| All | -11.9% | +69.4% | -81.3% | -51.5% |
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