+113.9%
KEY vs PCOR
+43.8%
+70.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | -1.3% | +22.7% | -24.0% | -6.9% |
| 30D | +5.1% | +37.5% | -32.3% | -3.9% |
| 3M | -7.1% | +35.2% | -42.3% | -15.3% |
| 6M | -4.4% | +42.2% | -46.6% | -14.8% |
| YTD | +4.0% | +3.6% | +0.5% | +2.3% |
| 1Y | +23.4% | -4.8% | +28.2% | +25.7% |
| 3Y | +113.9% | +48.3% | +65.6% | +49.1% |
| All | +113.9% | +43.8% | +70.1% | +49.1% |
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 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