-14.1%
PCOR vs CPB
-40.5%
+26.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +23.7% | +11.6% | +12.1% | +23.2% |
| 30D | +39.0% | +23.3% | +15.7% | +38.2% |
| 3M | +35.8% | +1.6% | +34.1% | +35.2% |
| 6M | +38.2% | +13.9% | +24.3% | +38.0% |
| YTD | +3.9% | -11.7% | +15.6% | +3.0% |
| 1Y | +5.7% | -18.2% | +23.9% | +4.2% |
| 3Y | +44.8% | -35.2% | +80.0% | +40.2% |
| 5Y | -19.8% | -30.5% | +10.8% | -21.8% |
| All | -14.1% | -40.5% | +26.4% | -12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling