+73.3%
AR vs PCOR
-22.6%
+95.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -11.7% | +23.7% | -35.4% | -15.3% |
| 30D | +1.8% | +39.0% | -37.1% | -4.5% |
| 3M | +6.0% | +35.8% | -29.8% | -0.7% |
| 6M | -7.0% | +38.2% | -45.3% | -13.7% |
| YTD | +5.6% | +3.9% | +1.6% | +2.8% |
| 1Y | +10.8% | +5.7% | +5.1% | +7.3% |
| 3Y | +19.3% | +44.8% | -25.5% | +5.7% |
| 5Y | +73.3% | -19.8% | +93.1% | +66.1% |
| All | +73.3% | -22.6% | +95.9% | +66.1% |
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 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