+25.7%
COP vs PCOR
+43.8%
-18.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -11.5% | +22.7% | -34.3% | -13.0% |
| 30D | +5.0% | +37.5% | -32.5% | +2.0% |
| 3M | +17.5% | +35.2% | -17.7% | +14.1% |
| 6M | +16.2% | +42.2% | -26.0% | +12.0% |
| YTD | +48.8% | +3.6% | +45.2% | +49.4% |
| 1Y | +64.1% | -4.8% | +68.9% | +67.0% |
| 3Y | +25.7% | +48.3% | -22.7% | +18.7% |
| All | +25.7% | +43.8% | -18.1% | +18.7% |
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