-20.1%
PCOR vs CPB
-31.3%
+11.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | +22.7% | +8.0% | +14.7% | +22.5% |
| 30D | +37.5% | +22.4% | +15.1% | +37.1% |
| 3M | +35.2% | +2.5% | +32.7% | +34.8% |
| 6M | +42.2% | +12.2% | +30.0% | +42.3% |
| YTD | +3.6% | -12.8% | +16.4% | +2.4% |
| 1Y | -4.8% | -19.2% | +14.4% | -6.4% |
| 3Y | +48.3% | -35.6% | +83.9% | +42.7% |
| All | -20.1% | -31.3% | +11.2% | -13.9% |
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