-4.8%
PCOR vs CRL
+101.2%
-106.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.8% | -8.2% | -1.5% |
| 7D | +22.7% | -6.1% | +28.8% | +23.7% |
| 30D | +37.5% | +12.4% | +25.1% | +32.4% |
| 3M | +35.2% | +27.1% | +8.1% | +26.2% |
| 6M | +42.2% | +85.7% | -43.5% | +19.5% |
| YTD | +3.6% | +69.2% | -65.6% | -8.1% |
| 1Y | -4.8% | +97.5% | -102.3% | -20.4% |
| All | -4.8% | +101.2% | -106.0% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling