+209.8%
AR vs PCOR
-30.9%
+240.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | +0.1% |
| 7D | +2.5% | -9.0% | +11.5% | +4.3% |
| 30D | +14.8% | +4.2% | +10.6% | +13.6% |
| 3M | +6.2% | +14.4% | -8.2% | +2.7% |
| 6M | +4.3% | +0.2% | +4.1% | +2.7% |
| YTD | +14.4% | -20.3% | +34.6% | +17.6% |
| 1Y | +21.3% | -16.1% | +37.5% | +22.9% |
| 3Y | +39.8% | -14.7% | +54.5% | +36.7% |
| 5Y | +142.1% | -43.2% | +185.2% | +150.1% |
| All | +209.8% | -30.9% | +240.8% | +209.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling