+41.2%
KEY vs PCOR
-43.0%
+84.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.5% | +1.2% |
| 7D | +2.2% | -9.0% | +11.2% | +4.4% |
| 30D | -3.0% | +4.2% | -7.2% | -4.3% |
| 3M | +3.3% | +14.4% | -11.1% | -0.7% |
| 6M | +9.2% | +0.2% | +9.0% | +6.9% |
| YTD | +10.6% | -20.3% | +30.9% | +14.3% |
| 1Y | +20.4% | -16.1% | +36.5% | +22.2% |
| 3Y | +121.8% | -14.7% | +136.6% | +118.3% |
| All | +41.2% | -43.0% | +84.2% | +36.9% |
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