+29.3%
LOW vs PCOR
-10.3%
+39.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +7.4% | +22.7% | -15.3% | +3.6% |
| 30D | +24.5% | +37.5% | -13.0% | +17.8% |
| 3M | +3.5% | +35.2% | -31.7% | -2.1% |
| 6M | -2.6% | +42.2% | -44.8% | -9.2% |
| YTD | -4.8% | +3.6% | -8.4% | -7.0% |
| 1Y | -0.8% | -4.8% | +3.9% | -1.5% |
| 3Y | +22.8% | +48.3% | -25.5% | +8.5% |
| 5Y | +5.3% | -20.1% | +25.4% | -5.7% |
| All | +29.3% | -10.3% | +39.6% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling