+1,282.4%
FIX vs PCOR
-10.0%
+1,292.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +19.7% | -34.8% | -18.0% |
| 7D | -18.9% | +21.8% | -40.7% | -21.9% |
| 30D | -36.3% | +39.5% | -75.8% | -40.2% |
| 3M | -38.5% | +35.2% | -73.8% | -42.4% |
| 6M | -42.3% | +21.7% | -64.0% | -45.1% |
| YTD | +17.1% | +3.9% | +13.2% | +14.2% |
| 1Y | +14.4% | +6.9% | +7.4% | +10.4% |
| 3Y | +486.7% | +44.8% | +441.9% | +422.5% |
| 5Y | +1,083.7% | -21.9% | +1,105.7% | +991.5% |
| All | +1,282.4% | -10.0% | +1,292.4% | +1,179.2% |
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