+27.6%
IR vs PCOR
+43.8%
-16.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.5% |
| 7D | +3.7% | +22.7% | -19.1% | -0.3% |
| 30D | +7.4% | +37.5% | -30.0% | +1.0% |
| 3M | -5.9% | +35.2% | -41.1% | -11.7% |
| 6M | +5.6% | +42.2% | -36.7% | -2.4% |
| YTD | +4.8% | +3.6% | +1.3% | +4.1% |
| 1Y | +6.9% | -4.8% | +11.7% | +9.0% |
| 3Y | +27.6% | +48.3% | -20.8% | +18.7% |
| All | +27.6% | +43.8% | -16.2% | +18.7% |
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