+48.3%
PCOR vs CPB
-36.0%
+84.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | +22.7% | +8.0% | +14.7% | +21.7% |
| 30D | +37.5% | +22.4% | +15.1% | +34.8% |
| 3M | +35.2% | +2.5% | +32.7% | +34.4% |
| 6M | +42.2% | +12.2% | +30.0% | +40.9% |
| YTD | +3.6% | -12.8% | +16.4% | +3.4% |
| 1Y | -4.8% | -19.2% | +14.4% | -4.9% |
| 3Y | +48.3% | -35.6% | +83.9% | +49.8% |
| All | +48.3% | -36.0% | +84.3% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling