+14.8%
D vs PCOR
-10.0%
+24.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +6.9% | +23.7% | -16.8% | +6.3% |
| 30D | +12.3% | +39.0% | -26.7% | +11.3% |
| 3M | +3.0% | +35.8% | -32.7% | +2.1% |
| 6M | +12.8% | +38.2% | -25.4% | +11.7% |
| YTD | +22.6% | +3.9% | +18.6% | +22.3% |
| 1Y | +21.7% | +5.7% | +16.0% | +21.2% |
| 3Y | +83.9% | +44.8% | +39.2% | +79.0% |
| 5Y | +14.0% | -19.8% | +33.7% | +9.5% |
| All | +14.8% | -10.0% | +24.8% | +11.0% |
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 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