+119.3%
NDAQ vs PCOR
+44.3%
+75.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +1.2% | +23.7% | -22.5% | -4.1% |
| 30D | +15.8% | +39.0% | -23.2% | +6.7% |
| 3M | +13.4% | +35.8% | -22.4% | +4.6% |
| 6M | +20.9% | +38.2% | -17.4% | +10.2% |
| YTD | +11.1% | +3.9% | +7.2% | +6.8% |
| 1Y | +26.5% | +5.7% | +20.8% | +20.9% |
| All | +119.3% | +44.3% | +75.0% | +90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling