+8.5%
D vs PCOR
-30.9%
+39.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.8% | -1.3% |
| 7D | +0.4% | -9.0% | +9.4% | +0.6% |
| 30D | -3.6% | +4.2% | -7.7% | -3.7% |
| 3M | -1.0% | +14.4% | -15.4% | -1.4% |
| 6M | +6.3% | +0.2% | +6.1% | +6.1% |
| YTD | +14.7% | -20.3% | +35.0% | +15.3% |
| 1Y | +16.9% | -16.1% | +33.1% | +17.2% |
| 3Y | +56.8% | -14.7% | +71.5% | +55.4% |
| 5Y | +5.2% | -43.2% | +48.4% | +1.7% |
| All | +8.5% | -30.9% | +39.4% | +5.6% |
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