+82.8%
GM vs PCOR
-43.2%
+126.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +0.9% | -1.4% |
| 7D | +0.4% | -6.9% | +7.3% | +2.2% |
| 30D | -1.8% | -1.5% | -0.3% | -1.7% |
| 3M | +2.6% | +18.5% | -15.9% | -2.6% |
| 6M | +14.6% | -4.7% | +19.2% | +13.6% |
| YTD | +6.2% | -22.8% | +29.0% | +11.0% |
| 1Y | +48.7% | -20.7% | +69.4% | +53.2% |
| 3Y | +168.3% | -14.6% | +182.9% | +157.7% |
| 5Y | +82.8% | -40.7% | +123.5% | +70.3% |
| All | +82.8% | -43.2% | +126.0% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling