+60.7%
COP vs PCOR
+4.0%
+56.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +19.7% | -24.8% | -4.0% |
| 7D | -8.1% | +21.8% | -30.0% | -6.9% |
| 30D | +6.7% | +39.5% | -32.9% | +8.5% |
| 3M | +16.9% | +35.2% | -18.4% | +18.7% |
| 6M | +11.2% | +21.7% | -10.6% | +13.3% |
| YTD | +49.5% | +3.9% | +45.6% | +51.4% |
| 1Y | +60.7% | +6.9% | +53.7% | +63.3% |
| All | +60.7% | +4.0% | +56.6% | +63.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling