+6.5%
FIX vs PCOR
-2.3%
+8.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.3% |
| 7D | -17.5% | +22.7% | -40.2% | -10.8% |
| 30D | -41.6% | +37.5% | -79.0% | -35.0% |
| 3M | -40.6% | +35.2% | -75.8% | -33.7% |
| 6M | -49.4% | +42.2% | -91.6% | -40.6% |
| YTD | +9.2% | +3.6% | +5.6% | +31.8% |
| 1Y | +6.5% | -4.8% | +11.2% | +39.6% |
| All | +6.5% | -2.3% | +8.7% | +39.6% |
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