+52.3%
GM vs PCOR
-14.7%
+67.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +0.9% |
| 7D | +1.7% | -9.0% | +10.7% | +2.4% |
| 30D | -1.6% | +4.2% | -5.7% | -1.9% |
| 3M | +5.7% | +14.4% | -8.7% | +4.5% |
| 6M | +12.2% | +0.2% | +12.0% | +12.0% |
| YTD | +8.4% | -20.3% | +28.7% | +12.1% |
| 1Y | +52.3% | -16.1% | +68.4% | +57.3% |
| All | +52.3% | -14.7% | +67.0% | +57.3% |
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 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