-11.9%
PCOR vs CPB
-42.6%
+30.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.7% |
| 7D | +2.5% | -4.1% | +6.6% | +2.8% |
| 30D | +37.9% | +16.9% | +21.0% | +37.5% |
| 3M | +32.0% | -0.6% | +32.5% | +31.8% |
| 6M | +54.7% | +11.4% | +43.4% | +54.9% |
| YTD | +6.6% | -14.8% | +21.4% | +5.8% |
| 1Y | -1.7% | -24.8% | +23.1% | -3.1% |
| 3Y | +49.0% | -36.6% | +85.6% | +44.8% |
| 5Y | -12.5% | -33.3% | +20.8% | -14.5% |
| All | -11.9% | -42.6% | +30.7% | -10.1% |
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