+64.9%
GM vs PCOR
-30.9%
+95.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +1.9% |
| 7D | +1.9% | -9.0% | +10.9% | +4.3% |
| 30D | -1.4% | +4.2% | -5.5% | -2.6% |
| 3M | +5.9% | +14.4% | -8.5% | +1.6% |
| 6M | +12.4% | +0.2% | +12.2% | +10.1% |
| YTD | +8.6% | -20.3% | +28.9% | +12.4% |
| 1Y | +52.6% | -16.1% | +68.7% | +54.8% |
| 3Y | +169.7% | -14.7% | +184.4% | +160.6% |
| 5Y | +87.5% | -43.2% | +130.7% | +70.0% |
| All | +64.9% | -30.9% | +95.9% | +54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling