+199.5%
COP vs PCOR
-7.7%
+207.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.5% |
| 7D | +0.7% | +2.5% | -1.9% | +0.5% |
| 30D | +0.2% | +37.9% | -37.7% | -2.6% |
| 3M | +10.2% | +32.0% | -21.8% | +7.3% |
| 6M | +20.1% | +54.7% | -34.6% | +14.9% |
| YTD | +50.5% | +6.6% | +43.9% | +48.8% |
| 1Y | +56.8% | -1.7% | +58.5% | +56.4% |
| 3Y | +30.3% | +49.0% | -18.7% | +23.1% |
| 5Y | +126.8% | -12.5% | +139.4% | +116.4% |
| All | +199.5% | -7.7% | +207.2% | +187.0% |
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