+18.5%
KEY vs PCOR
-10.3%
+28.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | -1.3% | +22.7% | -24.0% | -5.9% |
| 30D | +5.1% | +37.5% | -32.3% | -2.2% |
| 3M | -7.1% | +35.2% | -42.3% | -13.8% |
| 6M | -4.4% | +42.2% | -46.6% | -13.0% |
| YTD | +4.0% | +3.6% | +0.5% | +0.8% |
| 1Y | +23.4% | -4.8% | +28.2% | +22.1% |
| 3Y | +113.9% | +48.3% | +65.6% | +89.3% |
| 5Y | +12.3% | -20.1% | +32.4% | +0.2% |
| All | +18.5% | -10.3% | +28.8% | +6.4% |
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