+200.4%
AR vs PCOR
-7.7%
+208.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.1% | +1.3% |
| 7D | +2.1% | +2.5% | -0.5% | +1.6% |
| 30D | +4.5% | +37.9% | -33.4% | -2.1% |
| 3M | +1.0% | +32.0% | -31.0% | -5.0% |
| 6M | +4.4% | +54.7% | -50.3% | -5.5% |
| YTD | +10.9% | +6.6% | +4.3% | +7.2% |
| 1Y | +8.6% | -1.7% | +10.2% | +6.9% |
| 3Y | +48.5% | +49.0% | -0.5% | +30.2% |
| 5Y | +95.7% | -12.5% | +108.3% | +84.7% |
| All | +200.4% | -7.7% | +208.1% | +182.5% |
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 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