+113.2%
ALL vs PCOR
-10.3%
+123.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | -1.9% | +22.7% | -24.7% | -3.3% |
| 30D | +13.8% | +37.5% | -23.7% | +11.5% |
| 3M | -7.0% | +35.2% | -42.2% | -8.9% |
| 6M | +18.0% | +42.2% | -24.2% | +14.9% |
| YTD | +24.2% | +3.6% | +20.6% | +22.7% |
| 1Y | +31.2% | -4.8% | +35.9% | +30.2% |
| 3Y | +107.5% | +48.3% | +59.2% | +98.3% |
| 5Y | +144.8% | -20.1% | +164.9% | +133.9% |
| All | +113.2% | -10.3% | +123.6% | +104.0% |
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