+200.5%
COR vs PCOR
-30.9%
+231.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -1.9% |
| 7D | +2.8% | -9.0% | +11.7% | +2.8% |
| 30D | +4.5% | +4.2% | +0.4% | +4.5% |
| 3M | +22.7% | +14.4% | +8.2% | +22.5% |
| 6M | -9.7% | +0.2% | -9.9% | -9.9% |
| YTD | -1.4% | -20.3% | +18.8% | -1.5% |
| 1Y | +13.9% | -16.1% | +30.1% | +13.8% |
| 3Y | +94.0% | -14.7% | +108.7% | +93.7% |
| 5Y | +184.0% | -43.2% | +227.2% | +186.0% |
| All | +200.5% | -30.9% | +231.4% | +201.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling