+4.6%
EXC vs PCOR
+1.3%
+3.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | +1.4% | +3.0% | -1.7% | +1.4% |
| 30D | +8.6% | +38.7% | -30.1% | +9.1% |
| 3M | +2.4% | +24.9% | -22.5% | +2.6% |
| 6M | +6.5% | +68.8% | -62.3% | +7.2% |
| YTD | +9.0% | +6.7% | +2.3% | +5.1% |
| 1Y | +4.6% | +3.0% | +1.6% | +0.2% |
| All | +4.6% | +1.3% | +3.3% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling