+24.6%
AR vs PCOR
+43.8%
-19.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | -14.3% | +22.7% | -37.0% | -17.3% |
| 30D | +1.4% | +37.5% | -36.0% | -4.3% |
| 3M | +3.4% | +35.2% | -31.8% | -2.6% |
| 6M | -2.1% | +42.2% | -44.3% | -9.1% |
| YTD | +4.7% | +3.6% | +1.1% | +3.8% |
| 1Y | +10.6% | -4.8% | +15.3% | +12.3% |
| 3Y | +24.6% | +48.3% | -23.8% | +5.5% |
| All | +24.6% | +43.8% | -19.2% | +5.5% |
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 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