+194.3%
AR vs PCOR
-10.0%
+204.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +19.7% | -25.9% | -9.7% |
| 7D | -11.1% | +21.8% | -33.0% | -14.7% |
| 30D | +7.9% | +39.5% | -31.6% | +0.8% |
| 3M | +4.9% | +35.2% | -30.4% | -1.9% |
| 6M | -5.3% | +21.7% | -27.1% | -10.2% |
| YTD | +8.6% | +3.9% | +4.7% | +5.5% |
| 1Y | +13.7% | +6.9% | +6.7% | +9.4% |
| 3Y | +22.8% | +44.8% | -22.0% | +8.1% |
| 5Y | +82.0% | -21.9% | +103.9% | +76.6% |
| All | +194.3% | -10.0% | +204.3% | +177.9% |
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