+115.0%
KEY vs PCOR
+44.3%
+70.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -2.5% | +23.7% | -26.2% | -8.2% |
| 30D | +4.1% | +39.0% | -34.9% | -5.1% |
| 3M | -8.4% | +35.8% | -44.1% | -16.5% |
| 6M | -2.3% | +38.2% | -40.5% | -12.1% |
| YTD | +4.6% | +3.9% | +0.6% | +2.7% |
| 1Y | +24.6% | +5.7% | +18.9% | +21.0% |
| All | +115.0% | +44.3% | +70.7% | +49.7% |
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