+89.7%
B vs PCOR
-10.0%
+99.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +4.3% | +23.7% | -19.4% | +2.5% |
| 30D | -0.9% | +39.0% | -39.9% | -3.5% |
| 3M | -1.4% | +35.8% | -37.1% | -3.9% |
| 6M | +5.0% | +38.2% | -33.2% | +1.9% |
| YTD | -5.8% | +3.9% | -9.8% | -6.9% |
| 1Y | +25.6% | +5.7% | +19.9% | +23.9% |
| 3Y | +161.6% | +44.8% | +116.8% | +147.2% |
| 5Y | +135.2% | -19.8% | +155.0% | +121.1% |
| All | +89.7% | -10.0% | +99.7% | +77.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling