+96.3%
COR vs PCOR
-14.4%
+110.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -2.0% |
| 7D | +2.8% | -9.0% | +11.7% | +2.5% |
| 30D | +4.5% | +4.2% | +0.4% | +4.7% |
| 3M | +22.7% | +14.4% | +8.2% | +23.0% |
| 6M | -9.7% | +0.2% | -9.9% | -9.9% |
| YTD | -1.4% | -20.3% | +18.8% | -2.4% |
| 1Y | +13.9% | -16.1% | +30.1% | +13.2% |
| All | +96.3% | -14.4% | +110.7% | +99.6% |
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