+0.2%
PCOR vs CRL
+63.9%
-63.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -4.1% |
| 7D | -9.0% | -1.0% | -7.9% | -8.8% |
| 30D | +4.2% | +10.7% | -6.5% | +3.1% |
| 3M | +14.4% | +55.3% | -40.9% | +8.2% |
| 6M | +0.2% | +60.7% | -60.5% | -4.7% |
| All | +0.2% | +63.9% | -63.7% | -4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling