+192.1%
COP vs PCOR
-9.0%
+201.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.4% |
| 7D | -8.4% | +22.2% | -30.6% | -10.0% |
| 30D | +0.3% | +36.0% | -35.7% | -2.4% |
| 3M | +15.1% | +34.0% | -18.9% | +11.9% |
| 6M | +19.8% | +43.5% | -23.7% | +15.3% |
| YTD | +46.8% | +5.1% | +41.7% | +45.3% |
| 1Y | +59.7% | -3.9% | +63.7% | +59.6% |
| 3Y | +28.7% | +52.9% | -24.2% | +21.3% |
| 5Y | +110.7% | -18.7% | +129.4% | +102.2% |
| All | +192.1% | -9.0% | +201.1% | +180.2% |
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