+25.5%
CI vs PCOR
-9.0%
+34.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.6% |
| 7D | +0.1% | +22.2% | -22.1% | -0.8% |
| 30D | +4.7% | +36.0% | -31.4% | +3.2% |
| 3M | +5.2% | +34.0% | -28.8% | +3.7% |
| 6M | +3.8% | +43.5% | -39.7% | +1.9% |
| YTD | +9.2% | +5.1% | +4.1% | +8.6% |
| 1Y | +14.3% | -3.9% | +18.2% | +14.1% |
| 3Y | +8.4% | +52.9% | -44.5% | +4.0% |
| 5Y | +50.0% | -18.7% | +68.7% | +45.2% |
| All | +25.5% | -9.0% | +34.5% | +22.7% |
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