-41.4%
PCOR vs CRL
-35.5%
-5.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -3.5% |
| 7D | -9.0% | -1.0% | -7.9% | -8.6% |
| 30D | +4.2% | +10.7% | -6.5% | -0.4% |
| 3M | +14.4% | +55.3% | -40.9% | -6.8% |
| 6M | +0.2% | +60.7% | -60.5% | -21.2% |
| YTD | -20.3% | +44.6% | -64.9% | -34.2% |
| 1Y | -16.1% | +77.7% | -93.9% | -37.9% |
| 3Y | -14.7% | +37.6% | -52.3% | -32.3% |
| All | -41.4% | -35.5% | -5.9% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling