-3.7%
PCOR vs CRL
+106.9%
-110.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | 0.0% |
| 7D | +20.7% | -1.7% | +22.4% | +20.7% |
| 30D | +35.7% | +14.6% | +21.1% | +30.3% |
| 3M | +31.1% | +24.8% | +6.2% | +23.1% |
| 6M | +43.1% | +94.7% | -51.6% | +18.8% |
| YTD | +4.8% | +73.4% | -68.5% | -7.4% |
| 1Y | -3.7% | +104.7% | -108.3% | -20.6% |
| All | -3.7% | +106.9% | -110.6% | -20.6% |
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 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