+141.0%
GS vs PCOR
-22.6%
+163.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | -6.3% | +23.7% | -30.0% | -10.6% |
| 30D | -3.1% | +39.0% | -42.1% | -9.8% |
| 3M | -17.7% | +35.8% | -53.4% | -23.4% |
| 6M | -4.6% | +38.2% | -42.8% | -12.1% |
| YTD | +0.3% | +3.9% | -3.6% | -2.4% |
| 1Y | +11.7% | +5.7% | +6.0% | +8.0% |
| 3Y | +183.6% | +44.8% | +138.8% | +152.0% |
| 5Y | +141.0% | -19.8% | +160.7% | +111.6% |
| All | +141.0% | -22.6% | +163.5% | +111.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling