+63.3%
NDAQ vs PCOR
-15.8%
+79.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | +0.8% | +22.7% | -21.9% | -4.1% |
| 30D | +16.5% | +37.5% | -20.9% | +7.9% |
| 3M | +13.5% | +35.2% | -21.7% | +5.1% |
| 6M | +20.9% | +42.2% | -21.3% | +9.9% |
| YTD | +11.4% | +3.6% | +7.8% | +7.7% |
| 1Y | +25.9% | -4.8% | +30.7% | +23.9% |
| 3Y | +119.9% | +48.3% | +71.5% | +89.6% |
| All | +63.3% | -15.8% | +79.1% | +50.7% |
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