+1.1%
EXC vs PCOR
+27.5%
-26.4%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +19.7% | -18.1% | +1.5% |
| 7D | +3.3% | +21.8% | -18.6% | +3.2% |
| 30D | +13.3% | +39.5% | -26.3% | +13.4% |
| 3M | +1.8% | +35.2% | -33.4% | +1.9% |
| 6M | +1.1% | +21.7% | -20.6% | -0.6% |
| All | +1.1% | +27.5% | -26.4% | -0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling