+53.9%
F vs PCOR
-43.0%
+97.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.7% | +2.5% |
| 7D | +5.3% | -9.0% | +14.3% | +7.8% |
| 30D | +4.6% | +4.2% | +0.4% | +3.2% |
| 3M | -3.7% | +14.4% | -18.1% | -7.8% |
| 6M | +16.8% | +0.2% | +16.6% | +14.0% |
| YTD | +15.3% | -20.3% | +35.5% | +19.5% |
| 1Y | +31.0% | -16.1% | +47.1% | +32.9% |
| 3Y | +45.4% | -14.7% | +60.2% | +39.9% |
| All | +53.9% | -43.0% | +97.0% | +45.5% |
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