+48.9%
PCOR vs CPB
-35.1%
+84.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +23.7% | +11.6% | +12.1% | +22.2% |
| 30D | +39.0% | +23.3% | +15.7% | +36.1% |
| 3M | +35.8% | +1.6% | +34.1% | +34.9% |
| 6M | +38.2% | +13.9% | +24.3% | +36.7% |
| YTD | +3.9% | -11.7% | +15.6% | +3.6% |
| 1Y | +5.7% | -18.2% | +23.9% | +5.3% |
| All | +48.9% | -35.1% | +84.0% | +50.1% |
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 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