-11.4%
F vs PCOR
-22.6%
+11.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +1.4% | +23.7% | -22.3% | -4.3% |
| 30D | +2.0% | +39.0% | -37.0% | -6.6% |
| 3M | -10.4% | +35.8% | -46.1% | -17.8% |
| 6M | +9.7% | +38.2% | -28.5% | -1.0% |
| YTD | -1.2% | +3.9% | -5.1% | -4.8% |
| 1Y | 0.0% | +5.7% | -5.6% | -4.4% |
| 3Y | +41.1% | +44.8% | -3.7% | +17.0% |
| 5Y | -11.4% | -19.8% | +8.4% | -27.9% |
| All | -11.4% | -22.6% | +11.2% | -27.9% |
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