+9.8%
LOW vs PCOR
-43.0%
+52.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.5% | +2.0% |
| 7D | -1.7% | -9.0% | +7.2% | -0.1% |
| 30D | -7.0% | +4.2% | -11.2% | -7.8% |
| 3M | -0.9% | +14.4% | -15.3% | -3.7% |
| 6M | -20.1% | +0.2% | -20.2% | -21.3% |
| YTD | -13.9% | -20.3% | +6.3% | -11.7% |
| 1Y | -21.1% | -16.1% | -5.0% | -20.4% |
| 3Y | -6.6% | -14.7% | +8.1% | -9.3% |
| All | +9.8% | -43.0% | +52.8% | +5.4% |
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