+322.4%
NET vs PCOR
+44.3%
+278.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +19.7% | -22.2% | -11.8% |
| 7D | -16.4% | +21.8% | -38.2% | -25.0% |
| 30D | -25.8% | +39.5% | -65.4% | -38.1% |
| 3M | -11.5% | +35.2% | -46.8% | -25.3% |
| 6M | +18.9% | +21.7% | -2.8% | +4.1% |
| YTD | +35.2% | +3.9% | +31.3% | +27.1% |
| 1Y | +14.5% | +6.9% | +7.5% | +5.4% |
| All | +322.4% | +44.3% | +278.1% | +183.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling