-16.5%
IT vs PCOR
-4.3%
-12.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.3% |
| 7D | -18.8% | +22.2% | -41.0% | -28.0% |
| 30D | -0.1% | +36.0% | -36.1% | -16.7% |
| 3M | +2.9% | +34.0% | -31.1% | -13.8% |
| 6M | +20.4% | +43.5% | -23.1% | -4.7% |
| YTD | -24.3% | +5.1% | -29.4% | -31.3% |
| All | -16.5% | -4.3% | -12.1% | -22.6% |
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