+228.6%
GS vs PCOR
-30.9%
+259.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.3% | +0.9% |
| 7D | +0.9% | -9.0% | +9.9% | +2.8% |
| 30D | -1.6% | +4.2% | -5.7% | -2.6% |
| 3M | -4.5% | +14.4% | -18.9% | -7.7% |
| 6M | +20.9% | +0.2% | +20.7% | +18.8% |
| YTD | +19.9% | -20.3% | +40.1% | +23.6% |
| 1Y | +41.4% | -16.1% | +57.5% | +43.4% |
| 3Y | +239.2% | -14.7% | +253.9% | +235.2% |
| 5Y | +185.0% | -43.2% | +228.2% | +171.7% |
| All | +228.6% | -30.9% | +259.5% | +218.2% |
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 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