+123.6%
KEY vs PCOR
-14.4%
+138.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.5% | +1.3% |
| 7D | +2.2% | -9.0% | +11.2% | +4.5% |
| 30D | -3.0% | +4.2% | -7.2% | -4.4% |
| 3M | +3.3% | +14.4% | -11.1% | -0.9% |
| 6M | +9.2% | +0.2% | +9.0% | +7.0% |
| YTD | +10.6% | -20.3% | +30.9% | +16.3% |
| 1Y | +20.4% | -16.1% | +36.5% | +23.5% |
| All | +123.6% | -14.4% | +138.0% | +113.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling