-14.4%
PCOR vs CPAY
+66.9%
-81.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.6% |
| 7D | +22.7% | +13.5% | +9.2% | +12.5% |
| 30D | +37.5% | +13.1% | +24.4% | +26.3% |
| 3M | +35.2% | +14.3% | +20.9% | +23.4% |
| 6M | +42.2% | +49.0% | -6.8% | +7.7% |
| YTD | +3.6% | +51.3% | -47.7% | -23.8% |
| 1Y | -4.8% | +63.7% | -68.5% | -34.1% |
| 3Y | +48.3% | +95.0% | -46.7% | -12.2% |
| 5Y | -20.1% | +86.0% | -106.0% | -53.6% |
| All | -14.4% | +66.9% | -81.3% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling