-19.8%
PCOR vs CRL
-16.7%
-3.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +1.7% |
| 7D | +23.7% | -16.8% | +40.5% | +32.3% |
| 30D | +39.0% | +2.6% | +36.4% | +35.3% |
| 3M | +35.8% | +20.1% | +15.7% | +22.9% |
| 6M | +38.2% | +68.8% | -30.6% | +5.6% |
| YTD | +3.9% | +56.9% | -53.0% | -19.0% |
| 1Y | +5.7% | +86.7% | -81.0% | -24.5% |
| 3Y | +44.8% | +72.1% | -27.3% | -0.8% |
| 5Y | -19.8% | -16.6% | -3.2% | -12.3% |
| All | -19.8% | -16.7% | -3.0% | -12.3% |
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