+105.9%
C vs PCOR
-19.6%
+125.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -2.4% | +22.7% | -25.1% | -6.7% |
| 30D | -6.0% | +37.5% | -43.4% | -12.3% |
| 3M | -10.5% | +35.2% | -45.7% | -16.8% |
| 6M | -5.7% | +42.2% | -48.0% | -13.8% |
| YTD | +4.1% | +3.6% | +0.6% | +1.2% |
| 1Y | +20.5% | -4.8% | +25.2% | +19.5% |
| 3Y | +208.1% | +48.3% | +159.8% | +173.2% |
| All | +105.9% | -19.6% | +125.6% | +80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling