+152.4%
COST vs PCOR
-30.9%
+183.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.2% | -0.6% |
| 7D | -3.1% | -9.0% | +5.8% | -2.1% |
| 30D | -2.8% | +4.2% | -7.0% | -3.4% |
| 3M | -5.7% | +14.4% | -20.1% | -7.5% |
| 6M | -8.8% | +0.2% | -8.9% | -9.6% |
| YTD | +6.7% | -20.3% | +26.9% | +8.5% |
| 1Y | -3.6% | -16.1% | +12.5% | -3.0% |
| 3Y | +75.1% | -14.7% | +89.8% | +71.0% |
| 5Y | +108.9% | -43.2% | +152.1% | +97.3% |
| All | +152.4% | -30.9% | +183.3% | +141.9% |
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