+122.9%
FIX vs PCOR
-14.7%
+137.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.3% | +6.2% | +1.2% |
| 7D | +6.0% | -9.0% | +15.0% | +4.3% |
| 30D | -7.2% | +4.2% | -11.4% | -6.4% |
| 3M | -15.9% | +14.4% | -30.3% | -11.4% |
| 6M | +12.7% | +0.2% | +12.6% | +18.1% |
| YTD | +72.8% | -20.3% | +93.0% | +87.2% |
| 1Y | +122.9% | -16.1% | +139.0% | +147.1% |
| All | +122.9% | -14.7% | +137.6% | +147.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling