+11.9%
IR vs PCOR
-14.4%
+26.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.5% | +2.0% |
| 7D | -2.8% | -9.0% | +6.1% | -1.3% |
| 30D | -15.1% | +4.2% | -19.3% | -15.9% |
| 3M | +6.1% | +14.4% | -8.4% | +3.1% |
| 6M | -16.8% | +0.2% | -17.0% | -17.9% |
| YTD | -3.5% | -20.3% | +16.7% | +0.3% |
| 1Y | -3.5% | -16.1% | +12.6% | -1.8% |
| All | +11.9% | -14.4% | +26.3% | +14.2% |
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 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