-41.4%
PCOR vs CPB
-39.5%
-1.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.9% | -4.3% |
| 7D | -9.0% | -8.6% | -0.4% | -9.0% |
| 30D | +4.2% | -7.2% | +11.4% | +4.1% |
| 3M | +14.4% | +0.9% | +13.5% | +14.7% |
| 6M | +0.2% | -11.8% | +12.0% | -0.2% |
| YTD | -20.3% | -19.4% | -0.8% | -20.9% |
| 1Y | -16.1% | -30.4% | +14.2% | -17.6% |
| 3Y | -14.7% | -40.2% | +25.4% | -17.4% |
| All | -41.4% | -39.5% | -1.9% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling