-22.1%
COMP vs PCOR
-30.9%
+8.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +3.3% |
| 7D | +1.4% | -9.0% | +10.3% | +7.7% |
| 30D | -13.3% | +4.2% | -17.5% | -16.2% |
| 3M | +41.1% | +14.4% | +26.7% | +25.7% |
| 6M | +17.2% | +0.2% | +17.0% | +9.7% |
| YTD | +5.2% | -20.3% | +25.5% | +14.2% |
| 1Y | +18.9% | -16.1% | +35.1% | +21.7% |
| 3Y | +215.9% | -14.7% | +230.6% | +185.3% |
| 5Y | -31.2% | -43.2% | +12.0% | -34.5% |
| All | -22.1% | -30.9% | +8.8% | -28.8% |
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