+111.3%
NDAQ vs PCOR
-10.0%
+121.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +1.2% | +23.7% | -22.5% | -3.7% |
| 30D | +15.8% | +39.0% | -23.2% | +7.4% |
| 3M | +13.4% | +35.8% | -22.4% | +5.3% |
| 6M | +20.9% | +38.2% | -17.4% | +11.1% |
| YTD | +11.1% | +3.9% | +7.2% | +7.5% |
| 1Y | +26.5% | +5.7% | +20.8% | +21.7% |
| 3Y | +121.5% | +44.8% | +76.7% | +94.3% |
| 5Y | +61.3% | -19.8% | +81.1% | +44.4% |
| All | +111.3% | -10.0% | +121.3% | +90.5% |
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