+12.8%
AR vs PCOR
+1.3%
+11.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | +7.4% | +3.0% | +4.3% | +7.4% |
| 30D | +5.8% | +38.7% | -32.9% | +6.0% |
| 3M | +5.2% | +24.9% | -19.6% | +5.7% |
| 6M | +5.4% | +68.8% | -63.3% | +4.9% |
| YTD | +12.4% | +6.7% | +5.7% | +14.0% |
| 1Y | +12.8% | +3.0% | +9.8% | +16.4% |
| All | +12.8% | +1.3% | +11.5% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling