+43.8%
IR vs PCOR
-22.6%
+66.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +2.3% | +23.7% | -21.4% | -2.6% |
| 30D | +3.3% | +39.0% | -35.7% | -4.2% |
| 3M | -9.0% | +35.8% | -44.8% | -15.6% |
| 6M | +8.0% | +38.2% | -30.2% | -1.0% |
| YTD | +3.4% | +3.9% | -0.5% | +0.1% |
| 1Y | +4.5% | +5.7% | -1.2% | +0.5% |
| 3Y | +25.6% | +44.8% | -19.2% | +8.4% |
| 5Y | +43.8% | -19.8% | +63.6% | +34.3% |
| All | +43.8% | -22.6% | +66.4% | +34.3% |
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