+50.4%
AMZN vs PCOR
-11.9%
+62.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +2.8% | +3.0% | -0.2% | +1.7% |
| 30D | +5.0% | +38.7% | -33.7% | -7.1% |
| 3M | +0.6% | +24.9% | -24.3% | -8.1% |
| 6M | -1.3% | +68.8% | -70.1% | -20.5% |
| YTD | +15.5% | +6.7% | +8.8% | +8.6% |
| 1Y | +12.2% | +3.0% | +9.2% | +7.0% |
| 3Y | +87.0% | +48.6% | +38.4% | +44.2% |
| All | +50.4% | -11.9% | +62.3% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling