-34.1%
PCOR vs CPAY
+52.7%
-86.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -3.7% |
| 7D | -9.0% | +2.1% | -11.0% | -10.3% |
| 30D | +4.2% | +5.5% | -1.4% | +0.4% |
| 3M | +14.4% | +16.6% | -2.2% | +3.1% |
| 6M | +0.2% | +26.7% | -26.5% | -15.4% |
| YTD | -20.3% | +38.4% | -58.6% | -37.6% |
| 1Y | -16.1% | +30.1% | -46.3% | -31.7% |
| 3Y | -14.7% | +52.6% | -67.3% | -39.8% |
| 5Y | -43.2% | +59.0% | -102.1% | -64.2% |
| All | -34.1% | +52.7% | -86.8% | -61.1% |
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