+125.2%
ALL vs PCOR
-10.0%
+135.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +19.7% | -16.8% | +1.7% |
| 7D | +7.5% | +21.8% | -14.3% | +6.1% |
| 30D | +19.7% | +39.5% | -19.8% | +17.2% |
| 3M | +2.9% | +35.2% | -32.3% | +0.8% |
| 6M | +23.5% | +21.7% | +1.8% | +21.3% |
| YTD | +31.1% | +3.9% | +27.2% | +29.5% |
| 1Y | +40.5% | +6.9% | +33.5% | +38.4% |
| 3Y | +117.1% | +44.8% | +72.4% | +107.7% |
| 5Y | +158.6% | -21.9% | +180.6% | +147.3% |
| All | +125.2% | -10.0% | +135.2% | +115.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling