+190.8%
COST vs PCOR
-10.3%
+201.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.1% |
| 7D | +4.1% | +22.7% | -18.6% | +1.5% |
| 30D | +12.0% | +37.5% | -25.5% | +7.8% |
| 3M | +11.2% | +35.2% | -24.0% | +6.9% |
| 6M | +6.1% | +42.2% | -36.1% | +1.0% |
| YTD | +22.9% | +3.6% | +19.3% | +20.9% |
| 1Y | +14.7% | -4.8% | +19.5% | +14.1% |
| 3Y | +92.3% | +48.3% | +44.0% | +74.5% |
| 5Y | +116.6% | -20.1% | +136.7% | +99.0% |
| All | +190.8% | -10.3% | +201.1% | +169.8% |
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