+27.7%
EXC vs PCOR
+43.8%
-16.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -1.2% | +22.7% | -23.9% | -0.5% |
| 30D | +10.0% | +37.5% | -27.5% | +11.2% |
| 3M | +1.6% | +35.2% | -33.6% | +2.7% |
| 6M | +3.3% | +42.2% | -39.0% | +4.6% |
| YTD | +7.6% | +3.6% | +4.0% | +7.6% |
| 1Y | +3.5% | -4.8% | +8.2% | +3.1% |
| 3Y | +27.7% | +48.3% | -20.7% | +26.3% |
| All | +27.7% | +43.8% | -16.1% | +26.3% |
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