+112.4%
ALL vs PCOR
-9.0%
+121.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | -3.9% | +22.2% | -26.1% | -5.1% |
| 30D | +10.6% | +36.0% | -25.4% | +8.4% |
| 3M | -4.6% | +34.0% | -38.6% | -6.5% |
| 6M | +20.2% | +43.5% | -23.3% | +16.9% |
| YTD | +23.7% | +5.1% | +18.6% | +22.1% |
| 1Y | +27.9% | -3.9% | +31.8% | +26.9% |
| 3Y | +109.2% | +52.9% | +56.2% | +99.5% |
| 5Y | +148.0% | -18.7% | +166.7% | +136.7% |
| All | +112.4% | -9.0% | +121.4% | +103.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling