+95.5%
C vs PCOR
-7.6%
+103.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +4.2% | +3.0% | +1.1% | +3.6% |
| 30D | +2.0% | +38.7% | -36.7% | -4.7% |
| 3M | -10.1% | +24.9% | -35.0% | -14.6% |
| 6M | +1.0% | +68.8% | -67.8% | -10.5% |
| YTD | +8.5% | +6.7% | +1.8% | +4.9% |
| 1Y | +25.7% | +3.0% | +22.7% | +22.5% |
| 3Y | +216.0% | +48.6% | +167.4% | +182.5% |
| 5Y | +112.3% | -12.7% | +125.0% | +88.9% |
| All | +95.5% | -7.6% | +103.1% | +73.9% |
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 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