+38.3%
F vs PCOR
-10.0%
+48.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +19.7% | -16.8% | -1.8% |
| 7D | +6.0% | +21.8% | -15.8% | +0.7% |
| 30D | +4.3% | +39.5% | -35.3% | -4.2% |
| 3M | -10.1% | +35.2% | -45.3% | -17.1% |
| 6M | +12.8% | +21.7% | -9.0% | +5.5% |
| YTD | -0.1% | +3.9% | -4.0% | -3.7% |
| 1Y | +3.7% | +6.9% | -3.3% | -1.2% |
| 3Y | +42.7% | +44.8% | -2.1% | +20.1% |
| 5Y | -11.0% | -21.9% | +10.9% | -24.4% |
| All | +38.3% | -10.0% | +48.3% | +20.9% |
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 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