+194.3%
COST vs PCOR
-9.0%
+203.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.0% |
| 7D | +2.5% | +22.2% | -19.7% | 0.0% |
| 30D | +12.8% | +36.0% | -23.3% | +8.7% |
| 3M | +12.7% | +34.0% | -21.3% | +8.5% |
| 6M | +6.0% | +43.5% | -37.5% | +0.8% |
| YTD | +24.4% | +5.1% | +19.3% | +22.2% |
| 1Y | +16.2% | -3.9% | +20.2% | +15.5% |
| 3Y | +96.9% | +52.9% | +44.0% | +78.0% |
| 5Y | +121.1% | -18.7% | +139.8% | +102.7% |
| All | +194.3% | -9.0% | +203.3% | +172.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling