-14.4%
PCOR vs CPB
-41.2%
+26.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | +22.7% | +8.0% | +14.7% | +22.4% |
| 30D | +37.5% | +22.4% | +15.1% | +36.8% |
| 3M | +35.2% | +2.5% | +32.7% | +34.8% |
| 6M | +42.2% | +12.2% | +30.0% | +42.1% |
| YTD | +3.6% | -12.8% | +16.4% | +2.7% |
| 1Y | -4.8% | -19.2% | +14.4% | -6.0% |
| 3Y | +48.3% | -35.6% | +83.9% | +43.9% |
| 5Y | -20.1% | -31.4% | +11.4% | -22.1% |
| All | -14.4% | -41.2% | +26.8% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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