+70.7%
EXC vs PCOR
-10.0%
+80.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +19.7% | -18.1% | +1.4% |
| 7D | +3.3% | +21.8% | -18.6% | +3.0% |
| 30D | +13.3% | +39.5% | -26.3% | +12.9% |
| 3M | +1.8% | +35.2% | -33.4% | +1.5% |
| 6M | +1.1% | +21.7% | -20.6% | +0.8% |
| YTD | +9.0% | +3.9% | +5.1% | +8.9% |
| 1Y | +3.4% | +6.9% | -3.6% | +3.2% |
| 3Y | +27.7% | +44.8% | -17.1% | +24.9% |
| 5Y | +43.1% | -21.9% | +65.1% | +39.4% |
| All | +70.7% | -10.0% | +80.7% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling