+156.7%
GS vs PCOR
-21.0%
+177.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +19.7% | -16.1% | -0.5% |
| 7D | +0.3% | +21.8% | -21.5% | -4.0% |
| 30D | +3.9% | +39.5% | -35.7% | -3.4% |
| 3M | -11.4% | +35.2% | -46.7% | -17.5% |
| 6M | +3.7% | +21.7% | -18.0% | -1.9% |
| YTD | +7.1% | +3.9% | +3.2% | +4.3% |
| 1Y | +19.7% | +6.9% | +12.7% | +15.3% |
| 3Y | +202.8% | +44.8% | +158.1% | +169.2% |
| 5Y | +156.7% | -21.9% | +178.6% | +123.7% |
| All | +156.7% | -21.0% | +177.7% | +123.7% |
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