+36.0%
COF vs PCOR
-7.6%
+43.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -3.4% | +3.0% | -6.4% | -4.1% |
| 30D | +0.4% | +38.7% | -38.3% | -8.3% |
| 3M | -12.5% | +24.9% | -37.4% | -18.3% |
| 6M | +8.3% | +68.8% | -60.5% | -7.7% |
| YTD | -18.6% | +6.7% | -25.3% | -22.3% |
| 1Y | -8.6% | +3.0% | -11.6% | -11.9% |
| 3Y | +94.7% | +48.6% | +46.1% | +67.3% |
| 5Y | +35.3% | -12.7% | +48.0% | +15.1% |
| All | +36.0% | -7.6% | +43.6% | +17.1% |
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