+21.1%
O vs PCOR
-8.1%
+29.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -0.4% | +2.2% | -2.6% | -0.6% |
| 30D | +8.3% | +37.4% | -29.2% | +5.8% |
| 3M | -4.0% | +33.2% | -37.2% | -6.1% |
| 6M | -2.6% | +60.6% | -63.2% | -6.3% |
| YTD | +9.9% | +6.2% | +3.7% | +8.7% |
| 1Y | +9.8% | -1.1% | +10.9% | +9.3% |
| 3Y | +39.7% | +48.4% | -8.7% | +30.9% |
| 5Y | +9.2% | -13.1% | +22.3% | +1.8% |
| All | +21.1% | -8.1% | +29.2% | +13.5% |
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 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