-18.1%
LVS vs PCOR
-30.9%
+12.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +3.9% | +0.8% |
| 7D | -1.5% | -9.0% | +7.5% | +0.8% |
| 30D | -3.2% | +4.2% | -7.4% | -4.6% |
| 3M | -12.0% | +14.4% | -26.4% | -15.7% |
| 6M | -19.9% | +0.2% | -20.1% | -21.5% |
| YTD | -30.6% | -20.3% | -10.4% | -28.1% |
| 1Y | -17.7% | -16.1% | -1.6% | -16.3% |
| 3Y | -14.2% | -14.7% | +0.5% | -16.5% |
| 5Y | +9.6% | -43.2% | +52.8% | -3.3% |
| All | -18.1% | -30.9% | +12.8% | -27.8% |
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 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