+104.8%
GLD vs PCOR
+44.3%
+60.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.9% | +23.7% | -21.8% | +1.8% |
| 30D | -1.8% | +39.0% | -40.8% | -1.8% |
| 3M | -3.6% | +35.8% | -39.4% | -3.6% |
| 6M | -10.2% | +38.2% | -48.5% | -10.3% |
| YTD | -5.3% | +3.9% | -9.2% | -5.2% |
| 1Y | +2.5% | +5.7% | -3.2% | +2.5% |
| All | +104.8% | +44.3% | +60.5% | +103.6% |
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