+112.5%
NET vs PCOR
-43.0%
+155.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | +1.4% |
| 7D | -7.0% | -9.0% | +2.0% | +0.2% |
| 30D | -4.8% | +4.2% | -9.0% | -7.9% |
| 3M | +3.8% | +14.4% | -10.6% | -8.3% |
| 6M | +50.0% | +0.2% | +49.9% | +43.6% |
| YTD | +41.5% | -20.3% | +61.7% | +60.5% |
| 1Y | +32.8% | -16.1% | +49.0% | +41.0% |
| 3Y | +335.9% | -14.7% | +350.6% | +293.9% |
| All | +112.5% | -43.0% | +155.5% | +146.0% |
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