-18.0%
IT vs PCOR
-10.3%
-7.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.9% |
| 7D | -16.9% | +22.7% | -39.6% | -22.8% |
| 30D | +2.3% | +37.5% | -35.1% | -8.3% |
| 3M | +2.9% | +35.2% | -32.3% | -7.3% |
| 6M | +25.9% | +42.2% | -16.4% | +11.2% |
| YTD | -24.6% | +3.6% | -28.2% | -27.7% |
| 1Y | -16.0% | -4.8% | -11.3% | -17.7% |
| 3Y | -51.6% | +48.3% | -99.9% | -59.4% |
| 5Y | -42.6% | -20.1% | -22.6% | -49.0% |
| All | -18.0% | -10.3% | -7.7% | -27.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling