-24.2%
LVS vs PCOR
-10.3%
-13.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +11.1% | +22.7% | -11.7% | +5.2% |
| 30D | +14.7% | +37.5% | -22.8% | +5.4% |
| 3M | -10.9% | +35.2% | -46.1% | -18.3% |
| 6M | -22.3% | +42.2% | -64.6% | -30.2% |
| YTD | -35.8% | +3.6% | -39.4% | -38.0% |
| 1Y | -33.5% | -4.8% | -28.7% | -34.4% |
| 3Y | -11.7% | +48.3% | -60.1% | -25.7% |
| 5Y | +2.6% | -20.1% | +22.7% | -15.1% |
| All | -24.2% | -10.3% | -13.9% | -37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling