+68.5%
EXC vs PCOR
-9.0%
+77.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | -1.7% | +22.2% | -23.9% | -2.0% |
| 30D | +9.3% | +36.0% | -26.7% | +8.9% |
| 3M | +1.0% | +34.0% | -33.0% | +0.7% |
| 6M | +5.9% | +43.5% | -37.6% | +5.4% |
| YTD | +7.6% | +5.1% | +2.5% | +7.5% |
| 1Y | +2.4% | -3.9% | +6.4% | +2.4% |
| 3Y | +30.2% | +52.9% | -22.7% | +27.2% |
| 5Y | +41.4% | -18.7% | +60.0% | +37.6% |
| All | +68.5% | -9.0% | +77.5% | +65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling