+38.4%
COF vs PCOR
-9.0%
+47.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.0% |
| 7D | -5.8% | +22.2% | -28.0% | -11.0% |
| 30D | -0.3% | +36.0% | -36.4% | -8.5% |
| 3M | -8.5% | +34.0% | -42.5% | -16.2% |
| 6M | +5.6% | +43.5% | -37.9% | -5.9% |
| YTD | -17.1% | +5.1% | -22.2% | -20.6% |
| 1Y | -7.4% | -3.9% | -3.5% | -9.0% |
| 3Y | +99.1% | +52.9% | +46.2% | +70.0% |
| 5Y | +39.5% | -18.7% | +58.2% | +19.3% |
| All | +38.4% | -9.0% | +47.4% | +19.6% |
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