-16.8%
IT vs PCOR
-7.7%
-9.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.6% |
| 7D | -6.8% | +2.5% | -9.4% | -7.6% |
| 30D | -0.6% | +37.9% | -38.5% | -10.9% |
| 3M | +3.1% | +32.0% | -28.9% | -6.4% |
| 6M | +25.5% | +54.7% | -29.2% | +8.1% |
| YTD | -23.5% | +6.6% | -30.1% | -27.2% |
| 1Y | -16.6% | -1.7% | -15.0% | -19.1% |
| 3Y | -53.1% | +49.0% | -102.1% | -60.7% |
| 5Y | -41.4% | -12.5% | -28.9% | -48.7% |
| All | -16.8% | -7.7% | -9.0% | -27.0% |
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