+25.9%
GM vs PCOR
-4.6%
+30.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | +0.4% | +20.7% | -20.3% | -1.0% |
| 30D | +7.2% | +35.7% | -28.5% | +5.0% |
| 3M | +1.0% | +31.1% | -30.0% | -0.9% |
| 6M | +13.0% | +43.1% | -30.1% | +10.2% |
| YTD | +9.8% | +4.8% | +4.9% | +10.0% |
| 1Y | +25.9% | -3.7% | +29.6% | +30.9% |
| All | +25.9% | -4.6% | +30.5% | +30.9% |
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 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