+4.5%
IR vs PCOR
+5.9%
-1.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +2.3% | +23.7% | -21.4% | +2.6% |
| 30D | +3.3% | +39.0% | -35.7% | +3.8% |
| 3M | -9.0% | +35.8% | -44.8% | -8.6% |
| 6M | +8.0% | +38.2% | -30.2% | +8.4% |
| YTD | +3.4% | +3.9% | -0.5% | +3.8% |
| 1Y | +4.5% | +5.7% | -1.2% | +4.8% |
| All | +4.5% | +5.9% | -1.4% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling