+11.5%
D vs PCOR
-7.6%
+19.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | -1.4% | +3.0% | -4.4% | -1.5% |
| 30D | +7.7% | +38.7% | -30.9% | +6.8% |
| 3M | -0.3% | +24.9% | -25.1% | -1.0% |
| 6M | +10.1% | +68.8% | -58.7% | +8.4% |
| YTD | +19.1% | +6.7% | +12.4% | +18.7% |
| 1Y | +15.9% | +3.0% | +12.9% | +15.7% |
| 3Y | +75.0% | +48.6% | +26.4% | +70.2% |
| 5Y | +13.4% | -12.7% | +26.1% | +8.8% |
| All | +11.5% | -7.6% | +19.1% | +7.7% |
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 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