+59.1%
IR vs PCOR
-30.9%
+90.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.5% | +2.2% |
| 7D | -2.8% | -9.0% | +6.1% | -0.9% |
| 30D | -15.1% | +4.2% | -19.3% | -16.1% |
| 3M | +6.1% | +14.4% | -8.4% | +2.3% |
| 6M | -16.8% | +0.2% | -17.0% | -18.4% |
| YTD | -3.5% | -20.3% | +16.7% | -0.7% |
| 1Y | -3.5% | -16.1% | +12.6% | -2.5% |
| 3Y | +9.5% | -14.7% | +24.2% | +7.1% |
| 5Y | +45.1% | -43.2% | +88.2% | +39.5% |
| All | +59.1% | -30.9% | +90.1% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling