+81.0%
IR vs PCOR
-9.0%
+90.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.2% | +4.4% |
| 7D | +5.0% | +22.2% | -17.2% | +0.4% |
| 30D | +10.3% | +36.0% | -25.7% | +3.0% |
| 3M | -0.1% | +34.0% | -34.1% | -6.8% |
| 6M | +14.8% | +43.5% | -28.8% | +4.7% |
| YTD | +9.7% | +5.1% | +4.6% | +6.1% |
| 1Y | +12.2% | -3.9% | +16.2% | +10.9% |
| 3Y | +30.0% | +52.9% | -22.9% | +11.9% |
| 5Y | +46.8% | -18.7% | +65.5% | +32.8% |
| All | +81.0% | -9.0% | +90.0% | +62.4% |
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