+123.2%
ALL vs PCOR
-8.1%
+131.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | 0.0% | +2.2% | -2.2% | -0.1% |
| 30D | +12.8% | +37.4% | -24.6% | +10.5% |
| 3M | +4.7% | +33.2% | -28.5% | +2.6% |
| 6M | +24.9% | +60.6% | -35.7% | +20.7% |
| YTD | +30.0% | +6.2% | +23.8% | +28.2% |
| 1Y | +29.9% | -1.1% | +31.0% | +28.7% |
| 3Y | +117.5% | +48.4% | +69.1% | +107.9% |
| 5Y | +161.7% | -13.1% | +174.8% | +149.1% |
| All | +123.2% | -8.1% | +131.3% | +113.2% |
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