+373.6%
COMP vs PCOR
+44.3%
+329.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +19.7% | -12.0% | -0.6% |
| 7D | +9.5% | +21.8% | -12.3% | +0.2% |
| 30D | +8.1% | +39.5% | -31.5% | -6.5% |
| 3M | -16.3% | +35.2% | -51.6% | -27.1% |
| 6M | +42.2% | +21.7% | +20.5% | +27.7% |
| YTD | -5.0% | +3.9% | -8.9% | -8.9% |
| 1Y | +20.1% | +6.9% | +13.1% | +12.4% |
| All | +373.6% | +44.3% | +329.3% | +165.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling