+76.0%
D vs PCOR
+49.8%
+26.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.5% |
| 7D | -2.4% | +2.5% | -5.0% | -2.5% |
| 30D | +9.0% | +37.9% | -28.9% | +8.7% |
| 3M | +1.0% | +32.0% | -31.0% | +0.7% |
| 6M | +11.0% | +54.7% | -43.7% | +10.8% |
| YTD | +19.8% | +6.6% | +13.2% | +20.0% |
| 1Y | +16.0% | -1.7% | +17.6% | +16.5% |
| All | +76.0% | +49.8% | +26.2% | +62.0% |
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