+420.4%
FIX vs PCOR
+44.3%
+376.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | 0.0% | -11.6% | -11.6% |
| 7D | -27.2% | +23.7% | -50.9% | -29.3% |
| 30D | -46.9% | +39.0% | -85.9% | -49.5% |
| 3M | -44.4% | +35.8% | -80.2% | -47.3% |
| 6M | -50.9% | +38.2% | -89.1% | -53.5% |
| YTD | +3.5% | +3.9% | -0.4% | +6.3% |
| 1Y | -2.1% | +5.7% | -7.8% | -0.6% |
| All | +420.4% | +44.3% | +376.1% | +348.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling