+43.9%
EXC vs PCOR
-22.6%
+66.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.4% | +23.7% | -22.3% | +1.1% |
| 30D | +11.6% | +39.0% | -27.4% | +11.2% |
| 3M | +2.7% | +35.8% | -33.1% | +2.2% |
| 6M | +2.7% | +38.2% | -35.6% | +2.2% |
| YTD | +9.7% | +3.9% | +5.8% | +9.6% |
| 1Y | +4.5% | +5.7% | -1.2% | +4.4% |
| 3Y | +28.5% | +44.8% | -16.3% | +25.3% |
| 5Y | +43.9% | -19.8% | +63.7% | +41.2% |
| All | +43.9% | -22.6% | +66.5% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling