+35.8%
F vs PCOR
-10.3%
+46.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | +1.6% | +22.7% | -21.2% | -3.7% |
| 30D | +2.6% | +37.5% | -34.8% | -5.4% |
| 3M | -8.8% | +35.2% | -44.0% | -16.0% |
| 6M | +4.6% | +42.2% | -37.6% | -5.8% |
| YTD | -1.9% | +3.6% | -5.5% | -5.4% |
| 1Y | -0.8% | -4.8% | +4.0% | -1.9% |
| 3Y | +43.5% | +48.3% | -4.9% | +19.9% |
| 5Y | -12.1% | -20.1% | +8.0% | -25.4% |
| All | +35.8% | -10.3% | +46.1% | +18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling