+131.2%
GLD vs PCOR
-30.9%
+162.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.4% | -0.8% |
| 7D | -0.5% | -9.0% | +8.4% | -0.5% |
| 30D | +4.4% | +4.2% | +0.2% | +4.4% |
| 3M | -1.1% | +14.4% | -15.5% | -1.2% |
| 6M | -13.8% | +0.2% | -14.0% | -13.9% |
| YTD | +2.6% | -20.3% | +22.9% | +2.8% |
| 1Y | +24.5% | -16.1% | +40.6% | +24.6% |
| 3Y | +125.8% | -14.7% | +140.6% | +124.8% |
| 5Y | +137.8% | -43.2% | +180.9% | +135.5% |
| All | +131.2% | -30.9% | +162.1% | +128.0% |
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