+16.9%
D vs PCOR
-14.7%
+31.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.8% | -1.6% |
| 7D | +0.4% | -9.0% | +9.4% | +0.1% |
| 30D | -3.6% | +4.2% | -7.7% | -3.4% |
| 3M | -1.0% | +14.4% | -15.4% | -0.4% |
| 6M | +6.3% | +0.2% | +6.1% | +6.8% |
| YTD | +14.7% | -20.3% | +35.0% | +14.3% |
| 1Y | +16.9% | -16.1% | +33.1% | +14.7% |
| All | +16.9% | -14.7% | +31.6% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling