+98.7%
DE vs PCOR
-19.6%
+118.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.3% |
| 7D | -0.6% | +22.7% | -23.3% | -3.1% |
| 30D | +2.3% | +37.5% | -35.2% | -1.8% |
| 3M | +9.5% | +35.2% | -25.7% | +5.0% |
| 6M | +14.1% | +42.2% | -28.2% | +8.2% |
| YTD | +45.4% | +3.6% | +41.8% | +43.7% |
| 1Y | +42.9% | -4.8% | +47.7% | +43.2% |
| 3Y | +84.8% | +48.3% | +36.5% | +69.1% |
| All | +98.7% | -19.6% | +118.3% | +85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling