+26.9%
ALL vs PCOR
-4.3%
+31.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | -3.9% | +22.2% | -26.1% | -5.5% |
| 30D | +10.6% | +36.0% | -25.4% | +8.0% |
| 3M | -4.6% | +34.0% | -38.6% | -6.9% |
| 6M | +20.2% | +43.5% | -23.3% | +15.3% |
| YTD | +23.7% | +5.1% | +18.6% | +20.2% |
| All | +26.9% | -4.3% | +31.2% | +22.9% |
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