+200.2%
COST vs PCOR
-7.7%
+207.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.4% | +1.8% |
| 7D | +3.9% | +2.5% | +1.4% | +3.6% |
| 30D | +13.5% | +37.9% | -24.4% | +9.2% |
| 3M | +15.3% | +32.0% | -16.6% | +11.3% |
| 6M | +9.2% | +54.7% | -45.6% | +2.9% |
| YTD | +26.9% | +6.6% | +20.3% | +24.4% |
| 1Y | +19.7% | -1.7% | +21.4% | +18.6% |
| 3Y | +96.0% | +49.0% | +47.1% | +78.1% |
| 5Y | +124.0% | -12.5% | +136.6% | +104.6% |
| All | +200.2% | -7.7% | +207.9% | +177.6% |
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 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