+116.3%
CBOE vs PCOR
+50.0%
+66.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.8% |
| 7D | +6.3% | +3.0% | +3.2% | +6.4% |
| 30D | +24.9% | +38.7% | -13.7% | +27.0% |
| 3M | +28.5% | +24.9% | +3.6% | +29.5% |
| 6M | +2.9% | +68.8% | -65.9% | +6.3% |
| YTD | +50.7% | +6.7% | +44.0% | +49.6% |
| 1Y | +45.5% | +3.0% | +42.5% | +43.9% |
| 3Y | +116.3% | +48.6% | +67.7% | +123.5% |
| All | +116.3% | +50.0% | +66.3% | +123.5% |
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