+183.0%
COR vs PCOR
-22.6%
+205.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +2.8% | +23.7% | -20.9% | +2.7% |
| 30D | +7.4% | +39.0% | -31.6% | +7.3% |
| 3M | +7.3% | +35.8% | -28.5% | +7.2% |
| 6M | +11.5% | +38.2% | -26.7% | +11.3% |
| YTD | +1.2% | +3.9% | -2.8% | +0.9% |
| 1Y | -3.3% | +5.7% | -9.0% | -3.6% |
| 3Y | +78.5% | +44.8% | +33.7% | +77.6% |
| 5Y | +183.0% | -19.8% | +202.7% | +177.2% |
| All | +183.0% | -22.6% | +205.5% | +177.2% |
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