+113.4%
GLD vs PCOR
-10.0%
+123.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.9% | +23.7% | -21.8% | +1.6% |
| 30D | -1.8% | +39.0% | -40.8% | -2.1% |
| 3M | -3.6% | +35.8% | -39.4% | -3.9% |
| 6M | -10.2% | +38.2% | -48.5% | -10.6% |
| YTD | -5.3% | +3.9% | -9.2% | -5.3% |
| 1Y | +2.5% | +5.7% | -3.2% | +2.3% |
| 3Y | +103.2% | +44.8% | +58.4% | +100.9% |
| 5Y | +121.1% | -19.8% | +140.9% | +117.6% |
| All | +113.4% | -10.0% | +123.4% | +109.9% |
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