+61.9%
GM vs PCOR
-10.3%
+72.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.5% |
| 7D | -1.4% | +22.7% | -24.1% | -6.4% |
| 30D | +6.4% | +37.5% | -31.1% | -2.0% |
| 3M | -0.7% | +35.2% | -35.9% | -8.5% |
| 6M | +9.9% | +42.2% | -32.3% | -0.9% |
| YTD | +6.7% | +3.6% | +3.1% | +2.9% |
| 1Y | +26.2% | -4.8% | +31.0% | +24.7% |
| 3Y | +205.0% | +48.3% | +156.7% | +155.6% |
| 5Y | +53.6% | -20.1% | +73.7% | +29.9% |
| All | +61.9% | -10.3% | +72.3% | +41.7% |
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