+46.1%
DE vs PCOR
+4.0%
+42.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +19.7% | -18.1% | +3.2% |
| 7D | +5.6% | +21.8% | -16.2% | +7.4% |
| 30D | -0.8% | +39.5% | -40.4% | +2.3% |
| 3M | +9.8% | +35.2% | -25.4% | +13.2% |
| 6M | +17.5% | +21.7% | -4.2% | +20.9% |
| YTD | +46.5% | +3.9% | +42.5% | +52.5% |
| 1Y | +46.1% | +6.9% | +39.2% | +51.1% |
| All | +46.1% | +4.0% | +42.1% | +51.1% |
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