+107.5%
GILD vs PCOR
-19.6%
+127.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.5% |
| 7D | -4.2% | -12.2% | +7.9% | -3.7% |
| 30D | +6.7% | -9.4% | +16.1% | +7.1% |
| 3M | +20.0% | +22.2% | -2.2% | +18.9% |
| 6M | -1.3% | -7.3% | +6.0% | -1.6% |
| YTD | +19.4% | -26.8% | +46.3% | +20.5% |
| 1Y | +28.9% | -22.2% | +51.2% | +29.5% |
| All | +107.5% | -19.6% | +127.0% | +104.5% |
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