+1,939.9%
FIX vs PCOR
-30.9%
+1,970.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.3% | +6.2% | +2.7% |
| 7D | +6.0% | -9.0% | +15.0% | +7.8% |
| 30D | -7.2% | +4.2% | -11.4% | -8.3% |
| 3M | -15.9% | +14.4% | -30.3% | -18.7% |
| 6M | +12.7% | +0.2% | +12.6% | +10.4% |
| YTD | +72.8% | -20.3% | +93.0% | +77.8% |
| 1Y | +122.9% | -16.1% | +139.0% | +125.2% |
| 3Y | +774.3% | -14.7% | +789.0% | +760.8% |
| 5Y | +2,049.5% | -43.2% | +2,092.6% | +1,979.3% |
| All | +1,939.9% | -30.9% | +1,970.9% | +1,892.5% |
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 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