+25.8%
IR vs PCOR
+44.3%
-18.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +2.3% | +23.7% | -21.4% | -1.8% |
| 30D | +3.3% | +39.0% | -35.7% | -3.1% |
| 3M | -9.0% | +35.8% | -44.8% | -14.7% |
| 6M | +8.0% | +38.2% | -30.2% | +0.5% |
| YTD | +3.4% | +3.9% | -0.5% | +2.6% |
| 1Y | +4.5% | +5.7% | -1.2% | +2.8% |
| All | +25.8% | +44.3% | -18.5% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling