+156.8%
GOOGL vs PCOR
-7.7%
+164.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.5% | +1.7% |
| 7D | +1.6% | +2.5% | -1.0% | +1.0% |
| 30D | -16.8% | +37.9% | -54.7% | -23.0% |
| 3M | -14.6% | +32.0% | -46.6% | -20.5% |
| 6M | -24.4% | +54.7% | -79.1% | -32.8% |
| YTD | -6.1% | +6.6% | -12.6% | -9.7% |
| 1Y | +1.0% | -1.7% | +2.7% | -0.8% |
| 3Y | +123.4% | +49.0% | +74.5% | +87.3% |
| 5Y | +103.2% | -12.5% | +115.8% | +75.2% |
| All | +156.8% | -7.7% | +164.5% | +123.1% |
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