+48.7%
GM vs PCOR
-19.9%
+68.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +0.9% | -2.0% |
| 7D | +0.4% | -6.9% | +7.3% | +0.9% |
| 30D | -1.8% | -1.5% | -0.3% | -1.7% |
| 3M | +2.6% | +18.5% | -15.9% | +1.3% |
| 6M | +14.6% | -4.7% | +19.2% | +14.9% |
| YTD | +6.2% | -22.8% | +29.0% | +10.1% |
| 1Y | +48.7% | -20.7% | +69.4% | +54.2% |
| All | +48.7% | -19.9% | +68.6% | +54.2% |
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