+43.9%
DE vs PCOR
+1.3%
+42.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.7% |
| 7D | +0.3% | +3.0% | -2.8% | +0.5% |
| 30D | +3.6% | +38.7% | -35.1% | +6.9% |
| 3M | +10.2% | +24.9% | -14.6% | +12.8% |
| 6M | +16.6% | +68.8% | -52.2% | +23.8% |
| YTD | +45.8% | +6.7% | +39.1% | +51.2% |
| 1Y | +43.9% | +3.0% | +40.9% | +49.4% |
| All | +43.9% | +1.3% | +42.6% | +49.4% |
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