+48.3%
PCOR vs CRL
+86.4%
-38.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.8% | -8.2% | -2.6% |
| 7D | +22.7% | -6.1% | +28.8% | +24.2% |
| 30D | +37.5% | +12.4% | +25.1% | +30.9% |
| 3M | +35.2% | +27.1% | +8.1% | +23.2% |
| 6M | +42.2% | +85.7% | -43.5% | +12.7% |
| YTD | +3.6% | +69.2% | -65.6% | -15.8% |
| 1Y | -4.8% | +97.5% | -102.3% | -27.0% |
| 3Y | +48.3% | +86.1% | -37.7% | +6.1% |
| All | +48.3% | +86.4% | -38.1% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling