+196.2%
GOOGL vs PCOR
-30.9%
+227.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.1% | -0.1% |
| 7D | -2.3% | -9.0% | +6.7% | -0.2% |
| 30D | -6.6% | +4.2% | -10.7% | -7.7% |
| 3M | -8.9% | +14.4% | -23.4% | -12.4% |
| 6M | +11.9% | +0.2% | +11.7% | +9.9% |
| YTD | +8.3% | -20.3% | +28.6% | +12.0% |
| 1Y | +46.2% | -16.1% | +62.3% | +48.2% |
| 3Y | +151.9% | -14.7% | +166.6% | +143.5% |
| 5Y | +137.7% | -43.2% | +180.9% | +122.0% |
| All | +196.2% | -30.9% | +227.2% | +176.6% |
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