+130.7%
C vs PCOR
-43.0%
+173.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.6% |
| 7D | +3.6% | -9.0% | +12.6% | +5.6% |
| 30D | +0.1% | +4.2% | -4.1% | -1.1% |
| 3M | +2.4% | +14.4% | -12.0% | -1.2% |
| 6M | +24.9% | +0.2% | +24.8% | +22.7% |
| YTD | +19.8% | -20.3% | +40.1% | +23.5% |
| 1Y | +44.9% | -16.1% | +61.0% | +46.9% |
| 3Y | +263.0% | -14.7% | +277.7% | +258.6% |
| All | +130.7% | -43.0% | +173.7% | +120.9% |
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 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