-40.2%
IT vs PCOR
-43.0%
+2.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.3% | -0.4% | -3.2% |
| 7D | -6.0% | -9.0% | +2.9% | -3.0% |
| 30D | 0.0% | +4.2% | -4.2% | -1.3% |
| 3M | +13.1% | +14.4% | -1.3% | +7.8% |
| 6M | +11.7% | +0.2% | +11.5% | +10.2% |
| YTD | -26.1% | -20.3% | -5.9% | -22.0% |
| 1Y | -21.3% | -16.1% | -5.1% | -18.5% |
| 3Y | -46.7% | -14.7% | -32.0% | -47.5% |
| All | -40.2% | -43.0% | +2.8% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling