+157.4%
ALL vs PCOR
-14.4%
+171.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +2.9% | -1.1% |
| 7D | 0.0% | -9.0% | +9.0% | +0.5% |
| 30D | -1.5% | +4.2% | -5.7% | -1.8% |
| 3M | +23.6% | +14.4% | +9.2% | +22.1% |
| 6M | +22.3% | +0.2% | +22.2% | +21.4% |
| YTD | +26.5% | -20.3% | +46.8% | +26.9% |
| 1Y | +27.0% | -16.1% | +43.1% | +26.9% |
| All | +157.4% | -14.4% | +171.8% | +157.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling