+99.2%
DE vs PCOR
-43.0%
+142.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.1% | +0.4% |
| 7D | +10.0% | -9.0% | +19.0% | +11.3% |
| 30D | +13.3% | +4.2% | +9.2% | +12.5% |
| 3M | +17.5% | +14.4% | +3.1% | +15.0% |
| 6M | +13.6% | +0.2% | +13.4% | +12.3% |
| YTD | +49.8% | -20.3% | +70.0% | +53.1% |
| 1Y | +47.9% | -16.1% | +64.0% | +49.1% |
| 3Y | +72.5% | -14.7% | +87.2% | +69.9% |
| All | +99.2% | -43.0% | +142.3% | +94.5% |
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