+117.2%
ALL vs PCOR
-30.9%
+148.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +2.9% | -1.1% |
| 7D | 0.0% | -9.0% | +9.0% | +0.6% |
| 30D | -1.5% | +4.2% | -5.7% | -1.8% |
| 3M | +23.6% | +14.4% | +9.2% | +22.3% |
| 6M | +22.3% | +0.2% | +22.2% | +21.6% |
| YTD | +26.5% | -20.3% | +46.8% | +27.2% |
| 1Y | +27.0% | -16.1% | +43.1% | +27.2% |
| 3Y | +149.6% | -14.7% | +164.3% | +146.7% |
| 5Y | +118.1% | -43.2% | +161.2% | +112.3% |
| All | +117.2% | -30.9% | +148.2% | +111.5% |
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 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