+86.8%
C vs PCOR
-10.0%
+96.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | -5.3% | +23.7% | -29.0% | -9.4% |
| 30D | -7.3% | +39.0% | -46.3% | -13.4% |
| 3M | -13.5% | +35.8% | -49.2% | -19.2% |
| 6M | -6.5% | +38.2% | -44.7% | -13.6% |
| YTD | +3.6% | +3.9% | -0.3% | +0.7% |
| 1Y | +18.9% | +5.7% | +13.2% | +14.8% |
| 3Y | +205.0% | +44.8% | +160.2% | +173.8% |
| 5Y | +109.4% | -19.8% | +129.1% | +87.9% |
| All | +86.8% | -10.0% | +96.8% | +66.9% |
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