+88.3%
AMZN vs PCOR
-14.4%
+102.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +1.0% |
| 7D | -3.0% | -9.0% | +6.0% | -0.5% |
| 30D | -5.2% | +4.2% | -9.4% | -6.5% |
| 3M | +1.9% | +14.4% | -12.6% | -2.5% |
| 6M | +19.2% | +0.2% | +19.1% | +16.9% |
| YTD | +12.0% | -20.3% | +32.2% | +18.1% |
| 1Y | +9.7% | -16.1% | +25.8% | +12.7% |
| All | +88.3% | -14.4% | +102.7% | +91.1% |
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