+48.4%
IR vs PCOR
-43.0%
+91.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.5% | +2.2% |
| 7D | -2.8% | -9.0% | +6.1% | -0.8% |
| 30D | -15.1% | +4.2% | -19.3% | -16.1% |
| 3M | +6.1% | +14.4% | -8.4% | +2.1% |
| 6M | -16.8% | +0.2% | -17.0% | -18.5% |
| YTD | -3.5% | -20.3% | +16.7% | -0.5% |
| 1Y | -3.5% | -16.1% | +12.6% | -2.5% |
| 3Y | +9.5% | -14.7% | +24.2% | +6.8% |
| All | +48.4% | -43.0% | +91.4% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling