+77.3%
IR vs PCOR
-7.6%
+84.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +2.5% | +3.0% | -0.5% | +1.9% |
| 30D | +9.2% | +38.7% | -29.5% | +1.6% |
| 3M | +0.9% | +24.9% | -23.9% | -4.3% |
| 6M | +19.2% | +68.8% | -49.5% | +4.9% |
| YTD | +7.5% | +6.7% | +0.8% | +3.5% |
| 1Y | +11.7% | +3.0% | +8.7% | +8.6% |
| 3Y | +23.9% | +48.6% | -24.7% | +7.4% |
| 5Y | +46.4% | -12.7% | +59.0% | +31.1% |
| All | +77.3% | -7.6% | +84.9% | +58.6% |
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 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