+274.4%
NET vs PCOR
-30.9%
+305.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | +1.3% |
| 7D | -7.0% | -9.0% | +2.0% | 0.0% |
| 30D | -4.8% | +4.2% | -9.0% | -7.8% |
| 3M | +3.8% | +14.4% | -10.6% | -7.9% |
| 6M | +50.0% | +0.2% | +49.9% | +44.0% |
| YTD | +41.5% | -20.3% | +61.7% | +59.9% |
| 1Y | +32.8% | -16.1% | +49.0% | +41.0% |
| 3Y | +335.9% | -14.7% | +350.6% | +300.3% |
| 5Y | +113.8% | -43.2% | +157.0% | +129.3% |
| All | +274.4% | -30.9% | +305.3% | +285.8% |
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