-23.9%
DOW vs PCOR
+43.2%
-67.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.7% |
| 7D | -9.4% | +22.2% | -31.6% | -13.8% |
| 30D | +8.9% | +36.0% | -27.1% | +1.1% |
| 3M | +6.7% | +34.0% | -27.3% | -1.1% |
| 6M | -14.2% | +43.5% | -57.7% | -22.5% |
| YTD | +36.9% | +5.1% | +31.8% | +35.0% |
| 1Y | +45.8% | -3.9% | +49.7% | +48.6% |
| 3Y | -23.9% | +52.9% | -76.8% | -38.3% |
| All | -23.9% | +43.2% | -67.1% | -38.3% |
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