+200.4%
B vs PCOR
-14.4%
+214.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -1.9% |
| 7D | -1.6% | -9.0% | +7.4% | -0.9% |
| 30D | +9.4% | +4.2% | +5.3% | +9.1% |
| 3M | +5.0% | +14.4% | -9.4% | +3.9% |
| 6M | -3.5% | +0.2% | -3.7% | -4.0% |
| YTD | +4.5% | -20.3% | +24.7% | +6.0% |
| 1Y | +67.8% | -16.1% | +83.9% | +69.0% |
| All | +200.4% | -14.4% | +214.8% | +187.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling