+12.6%
IR vs PCOR
-4.3%
+16.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.2% | +4.7% |
| 7D | +5.0% | +22.2% | -17.2% | +5.3% |
| 30D | +10.3% | +36.0% | -25.7% | +10.7% |
| 3M | -0.1% | +34.0% | -34.1% | +0.3% |
| 6M | +14.8% | +43.5% | -28.8% | +15.2% |
| YTD | +9.7% | +5.1% | +4.6% | +13.0% |
| All | +12.6% | -4.3% | +16.9% | +20.2% |
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