+257.8%
NET vs PCOR
-10.0%
+267.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +19.7% | -22.2% | -16.9% |
| 7D | -16.4% | +21.8% | -38.2% | -29.7% |
| 30D | -25.8% | +39.5% | -65.4% | -43.9% |
| 3M | -11.5% | +35.2% | -46.8% | -32.2% |
| 6M | +18.9% | +21.7% | -2.8% | -4.6% |
| YTD | +35.2% | +3.9% | +31.3% | +20.6% |
| 1Y | +14.5% | +6.9% | +7.5% | -1.4% |
| 3Y | +313.8% | +44.8% | +269.0% | +137.8% |
| 5Y | +32.6% | -21.9% | +54.5% | +11.8% |
| All | +257.8% | -10.0% | +267.8% | +190.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling