+58.4%
NDAQ vs PCOR
-43.0%
+101.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -0.9% |
| 7D | -2.4% | -9.0% | +6.5% | -0.4% |
| 30D | +2.5% | +4.2% | -1.7% | +1.3% |
| 3M | +9.9% | +14.4% | -4.5% | +6.0% |
| 6M | +9.4% | +0.2% | +9.3% | +7.9% |
| YTD | +0.4% | -20.3% | +20.7% | +3.6% |
| 1Y | +4.0% | -16.1% | +20.2% | +5.8% |
| 3Y | +94.4% | -14.7% | +109.1% | +90.1% |
| All | +58.4% | -43.0% | +101.4% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling