+186.0%
AR vs PCOR
-10.0%
+196.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -11.7% | +23.7% | -35.4% | -15.5% |
| 30D | +1.8% | +39.0% | -37.1% | -4.8% |
| 3M | +6.0% | +35.8% | -29.8% | -1.0% |
| 6M | -7.0% | +38.2% | -45.3% | -14.0% |
| YTD | +5.6% | +3.9% | +1.6% | +2.5% |
| 1Y | +10.8% | +5.7% | +5.1% | +7.0% |
| 3Y | +19.3% | +44.8% | -25.5% | +5.1% |
| 5Y | +73.3% | -19.8% | +93.1% | +67.0% |
| All | +186.0% | -10.0% | +196.0% | +170.1% |
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 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