+5.6%
LOW vs PCOR
-19.6%
+25.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +7.4% | +22.7% | -15.3% | +3.4% |
| 30D | +24.5% | +37.5% | -13.0% | +17.4% |
| 3M | +3.5% | +35.2% | -31.7% | -2.4% |
| 6M | -2.6% | +42.2% | -44.8% | -9.6% |
| YTD | -4.8% | +3.6% | -8.4% | -7.1% |
| 1Y | -0.8% | -4.8% | +3.9% | -1.5% |
| 3Y | +22.8% | +48.3% | -25.5% | +7.1% |
| All | +5.6% | -19.6% | +25.3% | -3.6% |
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