+206.6%
C vs PCOR
+44.3%
+162.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | -5.3% | +23.7% | -29.0% | -10.1% |
| 30D | -7.3% | +39.0% | -46.3% | -14.5% |
| 3M | -13.5% | +35.8% | -49.2% | -20.3% |
| 6M | -6.5% | +38.2% | -44.7% | -14.6% |
| YTD | +3.6% | +3.9% | -0.3% | +2.2% |
| 1Y | +18.9% | +5.7% | +13.2% | +16.1% |
| All | +206.6% | +44.3% | +162.3% | +163.2% |
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