+132.2%
COP vs PCOR
-11.9%
+144.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | +4.4% | +3.0% | +1.4% | +4.2% |
| 30D | 0.0% | +38.7% | -38.7% | -2.9% |
| 3M | +15.0% | +24.9% | -9.8% | +12.6% |
| 6M | +22.0% | +68.8% | -46.8% | +15.7% |
| YTD | +55.3% | +6.7% | +48.6% | +53.6% |
| 1Y | +64.1% | +3.0% | +61.1% | +63.0% |
| 3Y | +34.1% | +48.6% | -14.5% | +26.6% |
| All | +132.2% | -11.9% | +144.1% | +121.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling