-11.8%
PCOR vs CRL
+5.1%
-16.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | +38.7% | +11.9% | +26.8% | +30.2% |
| 3M | +24.9% | +20.2% | +4.7% | +13.3% |
| 6M | +68.8% | +107.5% | -38.8% | +18.4% |
| YTD | +6.7% | +69.4% | -62.7% | -19.0% |
| 1Y | +3.0% | +99.7% | -96.7% | -27.9% |
| 3Y | +48.6% | +98.8% | -50.2% | -4.1% |
| 5Y | -12.7% | -12.4% | -0.3% | -17.9% |
| All | -11.8% | +5.1% | -16.9% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling