+49.2%
COF vs PCOR
-33.1%
+82.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.6% | -1.7% |
| 7D | +1.2% | -6.9% | +8.2% | +3.2% |
| 30D | -1.4% | -1.5% | +0.1% | -1.3% |
| 3M | +19.0% | +18.5% | +0.5% | +12.7% |
| 6M | +14.9% | -4.7% | +19.5% | +14.0% |
| YTD | -10.7% | -22.8% | +12.1% | -6.5% |
| 1Y | -1.3% | -20.7% | +19.4% | +2.0% |
| 3Y | +124.3% | -14.6% | +138.9% | +121.2% |
| 5Y | +51.1% | -40.7% | +91.9% | +40.5% |
| All | +49.2% | -33.1% | +82.3% | +40.9% |
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 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