-17.6%
IT vs PCOR
-9.0%
-8.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | 0.0% |
| 7D | -18.8% | +22.2% | -41.0% | -24.4% |
| 30D | -0.1% | +36.0% | -36.1% | -10.1% |
| 3M | +2.9% | +34.0% | -31.1% | -7.0% |
| 6M | +20.4% | +43.5% | -23.1% | +6.1% |
| YTD | -24.3% | +5.1% | -29.4% | -27.7% |
| 1Y | -17.2% | -3.9% | -13.2% | -19.1% |
| 3Y | -52.4% | +52.9% | -105.3% | -60.4% |
| 5Y | -43.7% | -18.7% | -25.0% | -50.2% |
| All | -17.6% | -9.0% | -8.6% | -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