+132.6%
GOOG vs PCOR
-43.0%
+175.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.2% | 0.0% |
| 7D | -2.1% | -9.0% | +6.8% | +0.1% |
| 30D | -6.8% | +4.2% | -11.0% | -8.0% |
| 3M | -9.1% | +14.4% | -23.5% | -12.7% |
| 6M | +10.7% | +0.2% | +10.5% | +8.6% |
| YTD | +7.1% | -20.3% | +27.3% | +10.9% |
| 1Y | +44.6% | -16.1% | +60.8% | +46.6% |
| 3Y | +147.4% | -14.7% | +162.1% | +138.3% |
| All | +132.6% | -43.0% | +175.6% | +122.2% |
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