+27.0%
ALL vs PCOR
-14.7%
+41.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +2.9% | -1.1% |
| 7D | 0.0% | -9.0% | +9.0% | +0.6% |
| 30D | -1.5% | +4.2% | -5.7% | -1.8% |
| 3M | +23.6% | +14.4% | +9.2% | +21.4% |
| 6M | +22.3% | +0.2% | +22.2% | +20.4% |
| YTD | +26.5% | -20.3% | +46.8% | +25.9% |
| 1Y | +27.0% | -16.1% | +43.1% | +26.1% |
| All | +27.0% | -14.7% | +41.7% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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