+35.7%
COF vs PCOR
-11.9%
+47.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.9% |
| 3M | -12.5% | +24.9% | -37.4% | -18.7% |
| 6M | +8.3% | +68.8% | -60.5% | -8.8% |
| YTD | -18.6% | +6.7% | -25.3% | -22.5% |
| 1Y | -8.6% | +3.0% | -11.6% | -12.1% |
| 3Y | +94.7% | +48.6% | +46.1% | +64.3% |
| All | +35.7% | -11.9% | +47.6% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling