+64.4%
AMZN vs PCOR
-9.0%
+73.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.4% |
| 7D | +8.7% | +22.2% | -13.5% | +1.2% |
| 30D | +1.7% | +36.0% | -34.3% | -8.8% |
| 3M | -2.8% | +34.0% | -36.7% | -13.0% |
| 6M | -2.1% | +43.5% | -45.6% | -15.5% |
| YTD | +15.6% | +5.1% | +10.5% | +9.6% |
| 1Y | +9.2% | -3.9% | +13.2% | +7.1% |
| 3Y | +89.9% | +52.9% | +36.9% | +48.4% |
| 5Y | +49.3% | -18.7% | +67.9% | +23.4% |
| All | +64.4% | -9.0% | +73.4% | +34.6% |
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