+206.3%
GS vs PCOR
+44.3%
+162.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +19.7% | -16.1% | -0.8% |
| 7D | +0.3% | +21.8% | -21.5% | -4.3% |
| 30D | +3.9% | +39.5% | -35.7% | -4.1% |
| 3M | -11.4% | +35.2% | -46.7% | -18.1% |
| 6M | +3.7% | +21.7% | -18.0% | -1.6% |
| YTD | +7.1% | +3.9% | +3.2% | +6.4% |
| 1Y | +19.7% | +6.9% | +12.7% | +17.1% |
| All | +206.3% | +44.3% | +162.0% | +151.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling