-32.6%
MOD vs PCOR
+4.0%
-36.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +19.7% | -41.1% | -15.6% |
| 7D | -31.3% | +21.8% | -53.2% | -25.9% |
| 30D | -46.1% | +39.5% | -85.7% | -40.4% |
| 3M | -51.1% | +35.2% | -86.4% | -46.2% |
| 6M | -62.1% | +21.7% | -83.8% | -57.4% |
| YTD | -26.2% | +3.9% | -30.1% | -17.4% |
| 1Y | -32.6% | +6.9% | -39.5% | -24.3% |
| All | -32.6% | +4.0% | -36.6% | -24.3% |
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