+111.7%
GLD vs PCOR
-10.3%
+122.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +4.7% | +22.7% | -18.0% | +4.5% |
| 30D | -0.9% | +37.5% | -38.4% | -1.2% |
| 3M | -4.4% | +35.2% | -39.6% | -4.7% |
| 6M | -13.6% | +42.2% | -55.8% | -13.9% |
| YTD | -6.0% | +3.6% | -9.6% | -6.1% |
| 1Y | +1.8% | -4.8% | +6.5% | +1.8% |
| 3Y | +103.2% | +48.3% | +54.8% | +100.7% |
| 5Y | +119.3% | -20.1% | +139.4% | +115.9% |
| All | +111.7% | -10.3% | +122.0% | +108.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling