+1.4%
CI vs PCOR
+43.8%
-42.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.6% |
| 7D | -1.6% | +22.7% | -24.3% | -2.0% |
| 30D | +5.4% | +37.5% | -32.0% | +4.8% |
| 3M | +7.3% | +35.2% | -27.9% | +6.6% |
| 6M | +5.3% | +42.2% | -36.9% | +4.5% |
| YTD | +8.5% | +3.6% | +4.9% | +8.4% |
| 1Y | +17.1% | -4.8% | +21.9% | +17.2% |
| 3Y | +1.4% | +48.3% | -46.9% | +2.7% |
| All | +1.4% | +43.8% | -42.4% | +2.7% |
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 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