+156.4%
GILD vs PCOR
-33.1%
+189.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -2.8% |
| 7D | -2.2% | -6.9% | +4.7% | -1.9% |
| 30D | +10.1% | -1.5% | +11.6% | +10.1% |
| 3M | +15.2% | +18.5% | -3.3% | +14.3% |
| 6M | +3.1% | -4.7% | +7.8% | +2.9% |
| YTD | +20.9% | -22.8% | +43.7% | +21.7% |
| 1Y | +29.8% | -20.7% | +50.6% | +30.4% |
| 3Y | +113.0% | -14.6% | +127.5% | +110.9% |
| 5Y | +144.9% | -40.7% | +185.6% | +137.7% |
| All | +156.4% | -33.1% | +189.5% | +148.2% |
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