-31.8%
LVS vs PCOR
+4.0%
-35.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +19.7% | -13.2% | +2.6% |
| 7D | +13.4% | +21.8% | -8.4% | +8.9% |
| 30D | +12.2% | +39.5% | -27.3% | +5.0% |
| 3M | -10.7% | +35.2% | -46.0% | -16.4% |
| 6M | -19.8% | +21.7% | -41.6% | -24.3% |
| YTD | -35.8% | +3.9% | -39.7% | -37.2% |
| 1Y | -31.8% | +6.9% | -38.7% | -33.7% |
| All | -31.8% | +4.0% | -35.8% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling