+39.4%
GM vs PCOR
+4.0%
+35.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +19.7% | -15.0% | +3.2% |
| 7D | +12.1% | +21.8% | -9.8% | +10.5% |
| 30D | +15.2% | +39.5% | -24.3% | +12.6% |
| 3M | +4.9% | +35.2% | -30.4% | +2.8% |
| 6M | +22.6% | +21.7% | +0.9% | +20.2% |
| YTD | +14.4% | +3.9% | +10.5% | +13.5% |
| 1Y | +39.4% | +6.9% | +32.5% | +37.2% |
| All | +39.4% | +4.0% | +35.4% | +37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling