+113.1%
COP vs PCOR
-22.6%
+135.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -9.7% | +23.7% | -33.4% | -11.4% |
| 30D | +4.7% | +39.0% | -34.3% | +1.7% |
| 3M | +18.5% | +35.8% | -17.2% | +15.0% |
| 6M | +11.4% | +38.2% | -26.8% | +7.6% |
| YTD | +47.9% | +3.9% | +44.0% | +46.6% |
| 1Y | +59.3% | +5.7% | +53.7% | +57.4% |
| 3Y | +23.6% | +44.8% | -21.2% | +16.8% |
| 5Y | +113.1% | -19.8% | +132.9% | +105.2% |
| All | +113.1% | -22.6% | +135.7% | +105.2% |
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 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