+74.4%
DE vs PCOR
-14.4%
+88.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.1% | +0.3% |
| 7D | +10.0% | -9.0% | +19.0% | +11.1% |
| 30D | +13.3% | +4.2% | +9.2% | +12.6% |
| 3M | +17.5% | +14.4% | +3.1% | +15.5% |
| 6M | +13.6% | +0.2% | +13.4% | +12.9% |
| YTD | +49.8% | -20.3% | +70.0% | +55.2% |
| 1Y | +47.9% | -16.1% | +64.0% | +50.5% |
| All | +74.4% | -14.4% | +88.8% | +74.3% |
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