+12.9%
KEY vs PCOR
-22.6%
+35.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -2.5% | +23.7% | -26.2% | -7.4% |
| 30D | +4.1% | +39.0% | -34.9% | -3.9% |
| 3M | -8.4% | +35.8% | -44.1% | -15.4% |
| 6M | -2.3% | +38.2% | -40.5% | -11.0% |
| YTD | +4.6% | +3.9% | +0.6% | +1.1% |
| 1Y | +24.6% | +5.7% | +18.9% | +19.6% |
| 3Y | +112.8% | +44.8% | +68.0% | +86.8% |
| 5Y | +12.9% | -19.8% | +32.7% | +1.6% |
| All | +12.9% | -22.6% | +35.5% | +1.6% |
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