+177.7%
GM vs PCOR
-12.2%
+189.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +1.6% |
| 7D | +1.9% | -9.0% | +10.9% | +3.7% |
| 30D | -1.4% | +4.2% | -5.5% | -2.3% |
| 3M | +5.9% | +14.4% | -8.5% | +2.7% |
| 6M | +12.4% | +0.2% | +12.2% | +10.9% |
| YTD | +8.6% | -20.3% | +28.9% | +12.8% |
| 1Y | +52.6% | -16.1% | +68.7% | +55.5% |
| All | +177.7% | -12.2% | +189.9% | +164.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling