+68.4%
EXC vs PCOR
-10.3%
+78.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -1.2% | +22.7% | -23.9% | -1.4% |
| 30D | +10.0% | +37.5% | -27.5% | +9.6% |
| 3M | +1.6% | +35.2% | -33.6% | +1.2% |
| 6M | +3.3% | +42.2% | -39.0% | +2.8% |
| YTD | +7.6% | +3.6% | +4.0% | +7.5% |
| 1Y | +3.5% | -4.8% | +8.2% | +3.5% |
| 3Y | +27.7% | +48.3% | -20.7% | +24.7% |
| 5Y | +41.1% | -20.1% | +61.2% | +37.4% |
| All | +68.4% | -10.3% | +78.7% | +65.0% |
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