-13.1%
PCOR vs CPAY
+68.0%
-81.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.1% |
| 7D | +22.2% | +11.9% | +10.3% | +13.1% |
| 30D | +36.0% | +15.1% | +20.9% | +23.5% |
| 3M | +34.0% | +16.5% | +17.4% | +20.7% |
| 6M | +43.5% | +33.1% | +10.4% | +18.2% |
| YTD | +5.1% | +52.2% | -47.1% | -22.9% |
| 1Y | -3.9% | +65.6% | -69.6% | -34.1% |
| 3Y | +52.9% | +100.2% | -47.3% | -11.2% |
| 5Y | -18.7% | +87.6% | -106.3% | -53.0% |
| All | -13.1% | +68.0% | -81.1% | -51.9% |
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