-16.0%
IT vs PCOR
-2.3%
-13.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.8% |
| 7D | -16.9% | +22.7% | -39.6% | -26.6% |
| 30D | +2.3% | +37.5% | -35.1% | -15.4% |
| 3M | +2.9% | +35.2% | -32.3% | -14.4% |
| 6M | +25.9% | +42.2% | -16.4% | 0.0% |
| YTD | -24.6% | +3.6% | -28.2% | -31.0% |
| 1Y | -16.0% | -4.8% | -11.3% | -21.3% |
| All | -16.0% | -2.3% | -13.8% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling