+121.0%
GOOG vs PCOR
+50.0%
+70.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | +3.0% | +3.0% | 0.0% | +2.5% |
| 30D | -14.9% | +38.7% | -53.6% | -19.5% |
| 3M | -14.9% | +24.9% | -39.7% | -18.3% |
| 6M | -26.6% | +68.8% | -95.4% | -33.3% |
| YTD | -6.6% | +6.7% | -13.3% | -8.0% |
| 1Y | +5.1% | +3.0% | +2.1% | +4.2% |
| 3Y | +121.0% | +48.6% | +72.3% | +112.3% |
| All | +121.0% | +50.0% | +70.9% | +112.3% |
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