+158.9%
GOOGL vs PCOR
-7.6%
+166.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | +3.9% | +3.0% | +0.8% | +3.2% |
| 30D | -14.9% | +38.7% | -53.6% | -21.4% |
| 3M | -14.6% | +24.9% | -39.4% | -19.4% |
| 6M | -26.4% | +68.8% | -95.2% | -35.9% |
| YTD | -5.3% | +6.7% | -12.0% | -9.0% |
| 1Y | +6.5% | +3.0% | +3.5% | +3.2% |
| 3Y | +126.0% | +48.6% | +77.4% | +89.6% |
| 5Y | +100.8% | -12.7% | +113.5% | +73.1% |
| All | +158.9% | -7.6% | +166.5% | +124.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling