+92.3%
COST vs PCOR
+43.8%
+48.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.1% |
| 7D | +4.1% | +22.7% | -18.6% | +2.4% |
| 30D | +12.0% | +37.5% | -25.5% | +9.3% |
| 3M | +11.2% | +35.2% | -24.0% | +8.5% |
| 6M | +6.1% | +42.2% | -36.1% | +2.8% |
| YTD | +22.9% | +3.6% | +19.3% | +22.1% |
| 1Y | +14.7% | -4.8% | +19.5% | +14.9% |
| 3Y | +92.3% | +48.3% | +44.0% | +77.2% |
| All | +92.3% | +43.8% | +48.5% | +77.2% |
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 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