+530.1%
ASX vs PCOR
-30.9%
+561.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +1.3% |
| 7D | -0.7% | -9.0% | +8.2% | +1.7% |
| 30D | +2.0% | +4.2% | -2.2% | +0.5% |
| 3M | -1.3% | +14.4% | -15.8% | -5.8% |
| 6M | +71.4% | +0.2% | +71.3% | +67.2% |
| YTD | +135.3% | -20.3% | +155.6% | +144.2% |
| 1Y | +267.5% | -16.1% | +283.6% | +272.4% |
| 3Y | +388.5% | -14.7% | +403.2% | +371.9% |
| 5Y | +417.1% | -43.2% | +460.3% | +388.9% |
| All | +530.1% | -30.9% | +561.1% | +496.3% |
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