+59.7%
AMZN vs PCOR
-10.3%
+70.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | +7.9% | +22.7% | -14.8% | +0.3% |
| 30D | -0.2% | +37.5% | -37.7% | -10.8% |
| 3M | -4.8% | +35.2% | -40.0% | -15.0% |
| 6M | -5.7% | +42.2% | -47.9% | -18.4% |
| YTD | +12.3% | +3.6% | +8.8% | +7.0% |
| 1Y | +6.7% | -4.8% | +11.4% | +4.9% |
| 3Y | +85.6% | +48.3% | +37.2% | +46.5% |
| 5Y | +47.4% | -20.1% | +67.4% | +22.5% |
| All | +59.7% | -10.3% | +70.0% | +31.4% |
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 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