+12.2%
KEY vs PCOR
-19.6%
+31.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | -1.3% | +22.7% | -24.0% | -6.1% |
| 30D | +5.1% | +37.5% | -32.3% | -2.7% |
| 3M | -7.1% | +35.2% | -42.3% | -14.2% |
| 6M | -4.4% | +42.2% | -46.6% | -13.5% |
| YTD | +4.0% | +3.6% | +0.5% | +0.6% |
| 1Y | +23.4% | -4.8% | +28.2% | +22.2% |
| 3Y | +113.9% | +48.3% | +65.6% | +87.0% |
| All | +12.2% | -19.6% | +31.9% | +1.0% |
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